# EDGAR Filing Document

**Accession Number:** 0001320615
**File Stem:** 0001410368-25-026451
**Filing Date:** 2025-11
**Character Count:** 860047
**Document Hash:** 3ee9636559e4d8bfa943504d0b61e84e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-026451.hdr.sgml**: 20251119

**ACCESSION NUMBER**: 0001410368-25-026451

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251119

**DATE AS OF CHANGE**: 20251119

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Mercer Funds
- **CENTRAL INDEX KEY:** 0001320615

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21732
- **FILM NUMBER:** 251497526

**BUSINESS ADDRESS:**
- **STREET 1:** 99 HIGH STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-747-9525

**MAIL ADDRESS:**
- **STREET 1:** 99 HIGH STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MGI Funds
- **DATE OF NAME CHANGE:** 20050314

## Series and Classes Contracts Data

### Mercer Core Fixed Income Fund (Series ID: S000010041)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027790 | Class I      | MCFQX           |
| C000027792 | Class Y-3    | MCFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Mercer Funds

- **b. Investment Company Act file number:** 811-21732

- **c. CIK number of Registrant:** 0001320615

- **d. LEI of Registrant:** 549300J7JB6PJ2JIIB11

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

  - **Street Address 1:** 99 HIGH STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-747-9500

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

- **a. Name of Series:** Mercer Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000010041

- **c. LEI of Series:** FNQDDGF5RWN546B08W92

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1520438232.30

**Total Liabilities:** $75176681.78

**Net Assets:** $1445261550.52

**Delayed Delivery Securities:** $8805579.92

**Cash Not Reported:** $12147513.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1467.65000000 | **1-Year:** -51255.84000000 | **5-Year:** -164831.44000000 | **10-Year:** -208380.56000000 | **30-Year:** -152810.86000000

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

- **3-Month:** -177.36000000 | **1-Year:** -5640.61000000 | **5-Year:** -11497.83000000 | **10-Year:** -6405.59000000 | **30-Year:** -1801.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027790 | -0.11%               | 1.22%                | 1.10%                |
| Class ID C000027792 | -0.11%               | 1.25%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-792629.62              | $-6756681.39                               |
| Month 2  | $332560.91               | $11940039.94                               |
| Month 3  | $712065.88               | $10778255.63                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** Bloomberg U.S. Aggregate Bond Index

### 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 AIRLINES INC                                                              | United Airlines Inc                                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579607.98    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                  | CLI Funding VIII LLC                                                                           | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    272484 | PA      | $252120.94    | 0.02%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    454000 | PA      | $461425.17    | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT                                                          | American Airlines 2016-3 Class A Pass Through Trust                                            | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63377 | PA      | $60147.36     | 0.00%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1106913.27   | 0.08%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                                     | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1006000 | PA      | $999854.14    | 0.07%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930000 | PA      | $823195.31    | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5S20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295714 | PA      | $283461.19    | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1498190.35   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    673000 | PA      | $584754.79    | 0.04%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222502.26    | 0.02%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B12 Mortgage Trust                                                              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88843 | PA      | $87665.54     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                                        | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    313000 | PA      | $304447.62    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                             | Ferguson Finance PLC                                                                           | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   2378000 | PA      | $2258362.58   | 0.16%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                | PRPM 2024-RPL2 LLC                                                                             | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205924 | PA      | $200619.62    | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59278 | PA      | $56668.19     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2726000 | PA      | $2190596.56   | 0.15%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                                            | Whistler Pipeline LLC                                                                          | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    153000 | PA      | $157420.86    | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2388562.48   | 0.17%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138WEV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252277 | PA      | $237307.69    | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Economic Settlement Authority                                            | ALABAMA ECON SETTLEMENT AUTH BP SETTLEMENT REVENUE                                             | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59823.32     | 0.00%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2022-1                                                                 | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197903.46    | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741254 | PA      | $671467.03    | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11176175 | PA      | $548129.93    | 0.04%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                                     | Concord Music Royalties LLC                                                                    | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221000 | PA      | $224366.10    | 0.02%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $395826.05    | 0.03%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                                    | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    172000 | PA      | $165344.31    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2020-R1                                                               | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69693 | PA      | $66328.01     | 0.00%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2025-6 Mortgage Loan Trust                                                                | CUSIP: 19689BAA1<br>LEI: 213800IXUWCX6RHIO921 | Long             | ABS-MBS          | CORP              | US        |    174226 | PA      | $175920.55    | 0.01%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                          | Allied Universal Holdco LLC                                                                    | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    565000 | PA      | $592894.46    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | Lightning Power LLC                                                                            | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27545.47     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2021-NQM1                                                      | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135496 | PA      | $127363.65    | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-6                                                  | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103442.75    | 0.01%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1499771 | PA      | $1537550.13   | 0.11%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | Long: B8ACMDF14 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8ACMDF14 IRS USD P F  4.25300 2 CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9240000 | OU      | $-285326.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1742374.76   | 0.12%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    228000 | PA      | $236950.37    | 0.02%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3142GT2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1313353 | PA      | $1341214.35   | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708851 | PA      | $707970.82    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                                    | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     25000 | PA      | $25022.87     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                                      | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95005.41     | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                             | FirstKey Homes 2021-SFR1 Trust                                                                 | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    531000 | PA      | $518116.24    | 0.04%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $866202.04    | 0.06%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                 | MGM Resorts International                                                                      | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501412.73    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990761 | PA      | $1003726.64   | 0.07%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XAJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635213 | PA      | $605314.74    | 0.04%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140Y6SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152585 | PA      | $1169865.11   | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77238.37     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                                      | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    319000 | PA      | $293375.46    | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                                | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137990.26    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                                  | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192385.09    | 0.01%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Mylan Inc                                                                        | Mylan Inc                                                                                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    695000 | PA      | $604568.14    | 0.04%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                             | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    241000 | PA      | $229039.46    | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MAAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310499 | PA      | $311120.28    | 0.02%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                       | ROCK Trust 2024-CNTR                                                                           | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $391939.05    | 0.03%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    446000 | PA      | $456978.45    | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893005 | PA      | $874028.52    | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-3                                                              | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108565 | PA      | $95692.65     | 0.01%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                               | Aqua Finance Trust 2021-A                                                                      | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83283 | PA      | $77267.41     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    502000 | PA      | $509557.68    | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    324000 | PA      | $329532.36    | 0.02%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    385000 | PA      | $339522.36    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EPMM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405215 | PA      | $402343.85    | 0.03%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                   | NXPT Commercial Mortgage Trust 2024-STOR                                                       | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $174268.20    | 0.01%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    496000 | PA      | $451081.15    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                                            | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2833208.81   | 0.20%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132KETW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54220 | PA      | $53435.39     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWEA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911313 | PA      | $887911.76    | 0.06%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                         | Saks Global Enterprises LLC                                                                    | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    217000 | PA      | $112840.00    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106311 | PA      | $98744.31     | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257540 | PA      | $237195.11    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                         | Standard Industries Inc/NY                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196683.07    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79715 | PA      | $76704.50     | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                                     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $149077.67    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $644311.48    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4321604 | PA      | $3709846.14   | 0.26%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1506935.38   | 0.10%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2853241 | PA      | $2459348.36   | 0.17%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262070 | PA      | $262220.56    | 0.02%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                                            | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $327544.13    | 0.02%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                                             | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $399917.32    | 0.03%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-R1                                                             | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55485 | PA      | $53469.50     | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                               | New Century Home Equity Loan Trust                                                             | CUSIP: 64352VDR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114998 | PA      | $116869.63    | 0.01%             | 2033-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                                  | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506966.70    | 0.04%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390462 | PA      | $1132797.01   | 0.08%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138WGAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84944 | PA      | $81776.03     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                                 | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    389000 | PA      | $425869.42    | 0.03%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2020-3                                                                  | CUSIP: 81748AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97350 | PA      | $96075.80     | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                                          | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    545000 | PA      | $616264.25    | 0.04%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2811906.56   | 0.19%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                           | Constellation Software Inc/Canada                                                              | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   1155000 | PA      | $1179782.06   | 0.08%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                                     | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222441 | PA      | $197537.17    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94561.73     | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    422000 | PA      | $444580.80    | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                               | Compass Datacenters Issuer II LLC                                                              | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328000 | PA      | $332553.82    | 0.02%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2399826 | PA      | $1971848.93   | 0.14%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494778 | PA      | $491207.02    | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                                             | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015092 | PA      | $972540.10    | 0.07%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                   | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $271774.05    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    137000 | PA      | $128782.75    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SUBWAY FUNDING LLC                                                               | Subway Funding LLC                                                                             | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2323442 | PA      | $2386663.37   | 0.17%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC                          | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    150000 | PA      | $143083.15    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138WF6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57933 | PA      | $55754.61     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1072937.65   | 0.07%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                      | Tenneco Inc                                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175445.49    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                                  | Lamb Weston Holdings Inc                                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139398.42    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-5                                                              | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184803 | PA      | $161276.15    | 0.01%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust 2016-C6                                                        | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2281182 | PA      | $2258864.06   | 0.16%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3435255 | PA      | $3425146.07   | 0.24%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                                            | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    371000 | PA      | $350506.74    | 0.02%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                          | Alcoa Nederland Holding BV                                                                     | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $89420.60     | 0.01%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                                                   | Golub Capital Partners ABS Funding 2020-1 Ltd                                                  | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    180307 | PA      | $180041.65    | 0.01%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159001.30    | 0.01%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                          | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    308000 | PA      | $318819.06    | 0.02%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2157054.47   | 0.15%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216408.26    | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133BPV54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642676 | PA      | $644700.37    | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    338000 | PA      | $340791.93    | 0.02%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72389.57     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WKLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458623 | PA      | $430295.64    | 0.03%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3131XUYE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600122 | PA      | $560555.82    | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                                   | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    242000 | PA      | $249807.96    | 0.02%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XGSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352169 | PA      | $314945.85    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                          | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    298000 | PA      | $268346.59    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                                   | Eskom Holdings                                                                                 | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    205000 | PA      | $211226.55    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                                            | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    423328 | PA      | $339138.74    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    554000 | PA      | $535498.42    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1083328.31   | 0.07%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                         | American Airlines 2017-1 Class AA Pass Through Trust                                           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270201 | PA      | $262923.81    | 0.02%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72099.11     | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                               | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1229713.15   | 0.09%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272787 | PA      | $254804.10    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                       | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369763 | PA      | $376651.06    | 0.03%             | 2043-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    297000 | PA      | $313132.35    | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    827873 | PA      | $785691.30    | 0.05%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313313 | PA      | $289763.74    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2020-RPL1 Trust                                                                           | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388205 | PA      | $337883.91    | 0.02%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140Q8WF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10931 | PA      | $10511.09     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523993 | PA      | $466206.25    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                              | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       949 | PA      | $973.68       | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439365.06    | 0.03%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1127754 | PA      | $1124667.53   | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XBUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1540720 | PA      | $1477666.73   | 0.10%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188700.62    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | Aker BP ASA                                                                                    | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $144913.46    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | Long: S8ACMDEY3 IRS USD R F  4.49700 2 CCPOIS / Short: S8ACMDEY3 IRS USD P V 12MSOFR 1 CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14850000 | OU      | $239966.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140FEZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331234 | PA      | $318638.16    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                            | CF 2020-P1 Mortgage Trust                                                                      | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    956471 | PA      | $923784.48    | 0.06%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-RB1                                                 | CUSIP: 95000TBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590090 | PA      | $1558565.36   | 0.11%             | 2050-03-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394688.94    | 0.03%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11097.45     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US Capital LLC                                                                             | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1061906.79   | 0.07%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                                       | ATLX 2024-RPL1 Trust                                                                           | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813761 | PA      | $790403.13    | 0.05%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XBEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624853 | PA      | $601113.65    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2021-4                                                                 | CUSIP: 14317JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297956.82    | 0.02%             | 2027-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC47                                                         | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1457387.68   | 0.10%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1787737.87   | 0.12%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232773 | PA      | $211220.89    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2674624 | PA      | $2272625.35   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140KNPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404421 | PA      | $347369.91    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3048000 | PA      | $3194363.25   | 0.22%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31417NCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1290378 | PA      | $1297379.59   | 0.09%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                                           | Air Canada 2020-1 Class C Pass Through Trust                                                   | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    196000 | PA      | $204430.63    | 0.01%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WMF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10482 | PA      | $10066.53     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    637000 | PA      | $590484.74    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 3622AAXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2462548 | PA      | $2113498.08   | 0.15%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1640260.45   | 0.11%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                    | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254876 | PA      | $251167.00    | 0.02%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509539 | PA      | $498512.41    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $828202.87    | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    677000 | PA      | $705172.68    | 0.05%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58156 | PA      | $52663.28     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QEVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657095 | PA      | $565098.63    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175964.75    | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3082780.89   | 0.21%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49470.40     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPKY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651181 | PA      | $615596.30    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XFYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1809584 | PA      | $1610414.07   | 0.11%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                                            | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1365000 | PA      | $1336467.32   | 0.09%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                           | Mexico City Airport Trust                                                                      | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    601000 | PA      | $599290.16    | 0.04%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    517000 | PA      | $554318.61    | 0.04%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                                   | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $351007.85    | 0.02%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                           | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    616000 | PA      | $610568.69    | 0.04%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2025-SFR1 Trust                                                           | CUSIP: 74334NAA9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    223724 | PA      | $213901.05    | 0.01%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1234967 | PA      | $1251626.39   | 0.09%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | Citadel Finance LLC                                                                            | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253733.45    | 0.02%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154853 | PA      | $133758.45    | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | Gray Media Inc                                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    363000 | PA      | $392795.46    | 0.03%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884492 | PA      | $836436.92    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                                   | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    428000 | PA      | $438955.38    | 0.03%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                            | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $183474.69    | 0.01%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31412RKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136861 | PA      | $134199.87    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    665000 | PA      | $660155.87    | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662710 | PA      | $660862.80    | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XKYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040098 | PA      | $1017590.06   | 0.07%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    998049 | PA      | $857699.64    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                          | Howard Midstream Energy Partners LLC                                                           | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46745.78     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-INV4                                                                                 | CUSIP: 26846DAC8<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $155309.14    | 0.01%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2021-HX1 Mortgage Loan Trust                                                              | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114633 | PA      | $99504.41     | 0.01%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2023-B40 Mortgage Trust                                                              | CUSIP: 08163WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147407 | PA      | $1215042.42   | 0.08%             | 2056-12-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                         | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    626000 | PA      | $643829.14    | 0.04%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1715858 | PA      | $1679335.66   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                         | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542548.27    | 0.04%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79083.24     | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage securities trust                                      | Arbor Multifamily Mortgage Securities Trust 2021-MF2                                           | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $893381.30    | 0.06%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                                         | KKR Group Finance Co VII LLC                                                                   | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $188809.89    | 0.01%             | 2050-02-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                                | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   4523000 | PA      | $4556393.31   | 0.32%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJ2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121673 | PA      | $120375.23    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $3638465.09   | 0.25%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1832866.54   | 0.13%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QKW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4869105 | PA      | $4203622.13   | 0.29%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                                              | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2218000 | PA      | $2324328.04   | 0.16%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3214000 | PA      | $2972573.35   | 0.21%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60503 | PA      | $57780.93     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | AmeriCredit Automobile Receivables Trust 2021-2                                                | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104846 | PA      | $104331.81    | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-VOLT                                                         | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468743 | PA      | $1464566.92   | 0.10%             | 2036-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290660 | PA      | $271022.98    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CWD1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    687483 | PA      | $657331.38    | 0.05%             | 2034-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                       | Driven Brands Funding LLC                                                                      | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337302 | PA      | $326295.40    | 0.02%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XHJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951681 | PA      | $1858029.29   | 0.13%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140FNJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24807 | PA      | $23989.72     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2855000 | PA      | $2881765.63   | 0.20%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIN Ltd                                                                          | RIN XII LLC                                                                                    | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331000 | PA      | $330806.70    | 0.02%             | 2038-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    583000 | PA      | $613127.78    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                                          | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $441396.88    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    655000 | PA      | $659205.00    | 0.05%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Home Lending Mortgage Trust Series 2025-9                                                | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   1447351 | PA      | $1457281.70   | 0.10%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJ5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600994 | PA      | $1569820.25   | 0.11%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                            | Panther Escrow Issuer LLC                                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $504796.73    | 0.03%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    258000 | PA      | $264576.34    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190180 | PA      | $187384.17    | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133255.94    | 0.01%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                               | BX Trust 2019-OC11                                                                             | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $245929.87    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust 2021-GS1                                                           | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61320 | PA      | $61370.41     | 0.00%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    694000 | PA      | $596181.61    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3877418 | PA      | $3928513.14   | 0.27%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DMKC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2417411 | PA      | $2441298.74   | 0.17%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                                         | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1612349.62   | 0.11%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    405000 | PA      | $421522.31    | 0.03%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                                       | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205061.28    | 0.01%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                                        | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    555129 | PA      | $552612.59    | 0.04%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1765005 | PA      | $1434261.14   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                                             | Wolverine World Wide Inc                                                                       | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274901.79    | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71125.69     | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                                       | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2125504.56   | 0.15%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138E2K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116647 | PA      | $113549.10    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                              | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173321.30    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-1                                                  | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2133664.26   | 0.15%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332302 | PA      | $339170.44    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                           | American Airlines 2019-1 Class B Pass Through Trust                                            | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90216 | PA      | $87916.68     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398577 | PA      | $372451.63    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                             | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $114478.19    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                                 | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    184000 | PA      | $193517.20    | 0.01%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                         | Saks Global Enterprises LLC                                                                    | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     59500 | PA      | $21717.50     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566108.33    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                                              | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470217 | PA      | $487989.82    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                           | Cloud Software Group Inc                                                                       | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129411.62    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | Clean Harbors Inc                                                                              | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156476.50    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1808595.90   | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2023-4                                      | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $722033.55    | 0.05%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3214268 | PA      | $3213574.45   | 0.22%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | Quikrete Holdings Inc                                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    236000 | PA      | $244643.26    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212074 | PA      | $197034.66    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | Planet Fitness Master Issuer LLC                                                               | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1505790 | PA      | $1536803.25   | 0.11%             | 2054-06-05      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    196000 | PA      | $204165.38    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                             | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    415000 | PA      | $419256.31    | 0.03%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71711 | PA      | $65178.95     | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                         | Vantage Data Centers LLC                                                                       | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $317490.62    | 0.02%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XPFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878090 | PA      | $808738.79    | 0.06%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                         | MassMutual Global Funding II                                                                   | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    322000 | PA      | $320438.32    | 0.02%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | Sands China Ltd                                                                                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204745.20    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                                    | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    115000 | PA      | $113125.50    | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12746000 | PA      | $12897358.75  | 0.89%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2021-SFR2 Trust                                                                           | CUSIP: 00179VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528648 | PA      | $1490768.38   | 0.10%             | 2038-08-17      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B13 Mortgage Trust                                                              | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79556 | PA      | $75334.35     | 0.01%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                           | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    238000 | PA      | $248419.87    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | Danske Bank A/S                                                                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    376000 | PA      | $383583.19    | 0.03%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                         | Cassa Depositi e Prestiti SpA                                                                  | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $211194.71    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3132ACWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297387 | PA      | $315669.49    | 0.02%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2128533.02   | 0.15%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | Aker BP ASA                                                                                    | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    195000 | PA      | $180929.65    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | Long: B8ACMZRB0 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8ACMZRB0 IRS USD P F  4.66900 2 CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10955000 | OU      | $-56175.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    582000 | PA      | $536221.32    | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust 2017-1                                                      | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53975 | PA      | $47340.08     | 0.00%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362853.13    | 0.03%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15631 | PA      | $15520.04     | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7639000 | PA      | $4569822.90   | 0.32%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                          | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   1259000 | PA      | $1206087.88   | 0.08%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    590000 | PA      | $533311.79    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                                          | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    258075 | PA      | $255414.97    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                                     | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $712612.13    | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335AUE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187254 | PA      | $176048.13    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                            | Neighborly Issuer LLC                                                                          | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615672 | PA      | $584095.70    | 0.04%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                                                 | Invesco Euro CLO I DAC                                                                         | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |   1408520 | PA      | $1650528.94   | 0.11%             | 2031-07-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                          | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    310000 | PA      | $248693.60    | 0.02%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100783 | PA      | $96822.59     | 0.01%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138WHRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69202 | PA      | $66083.76     | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2792000 | PA      | $2507083.04   | 0.17%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                                                          | Horizon Mutual Holdings Inc                                                                    | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |    428000 | PA      | $418751.29    | 0.03%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5218000 | PA      | $5218611.50   | 0.36%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598936 | PA      | $587922.84    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473304.99    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138MJXK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38654 | PA      | $35580.15     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                  | Stack Infrastructure Issuer LLC                                                                | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2178000 | PA      | $2147719.70   | 0.15%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | Valvoline Inc                                                                                  | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    238000 | PA      | $218414.21    | 0.02%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133A2BB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667695 | PA      | $593948.19    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373371 | PA      | $383560.71    | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    178000 | PA      | $149520.00    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $156638.89    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QNF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022084 | PA      | $900612.59    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    426000 | PA      | $439377.16    | 0.03%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                                | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $224452.55    | 0.02%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2024-CES4                                                            | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838149 | PA      | $839555.01    | 0.06%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2024-6                                                                  | CUSIP: 81743DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484212 | PA      | $1503335.46   | 0.10%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                              | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    608000 | PA      | $640762.65    | 0.04%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1996811.80   | 0.14%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                               | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    174000 | PA      | $180053.46    | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HLD                                                         | Macquarie Airfinance Holdings Ltd                                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $98395.01     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152126.16    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                              | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   3040000 | PA      | $2927313.34   | 0.20%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                                      | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189612.89    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                     | State Street Navigator Securities Lending Government Money Market Portfolio                    | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  17513785 | NS      | $17513785.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    161000 | PA      | $159327.48    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377308 | PA      | $349332.89    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                                             | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399726 | PA      | $412586.26    | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    209000 | PA      | $213686.17    | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                            | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    264000 | PA      | $263546.18    | 0.02%             | 2025-10-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C10 Mortgage Trust                                                                   | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2027000 | PA      | $2115048.22   | 0.15%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                                                     | ICG Euro CLO 2023-1 DAC                                                                        | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |   3750000 | PA      | $4404048.20   | 0.30%             | 2038-10-19      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                             | Flutter Treasury DAC                                                                           | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206656.80    | 0.01%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J7M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37933 | PA      | $34315.92     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58202.62     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    499000 | PA      | $468920.03    | 0.03%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962472 | PA      | $821501.64    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                                           | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63539.83     | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196276.69    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    153000 | PA      | $155719.12    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                                          | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    596000 | PA      | $638633.78    | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DM3Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364334 | PA      | $324778.74    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152765 | PA      | $137195.17    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 2YR NOTE (CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        23 | NC      | $-6313.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNPP IP Euro CLO                                                                 | BNPP AM Euro CLO 2018 DAC                                                                      | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |   1247677 | PA      | $1459365.90   | 0.10%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                              | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    350000 | PA      | $233232.71    | 0.02%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140FS7E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202970 | PA      | $195438.92    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    492000 | PA      | $497893.09    | 0.03%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WKVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23143 | PA      | $21692.58     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                            | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    416000 | PA      | $419106.60    | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                            | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    183000 | PA      | $204154.03    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XDQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1185114 | PA      | $1089471.64   | 0.08%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                           | Yara International ASA                                                                         | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    560000 | PA      | $635121.61    | 0.04%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    428000 | PA      | $473506.24    | 0.03%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                                | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430368.87    | 0.03%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    370000 | PA      | $321688.98    | 0.02%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WF2V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7947 | PA      | $7475.44      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XBUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958224 | PA      | $921265.78    | 0.06%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CV59<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1274387 | PA      | $1312291.96   | 0.09%             | 2048-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                                           | JB Poindexter & Co Inc                                                                         | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303046.27    | 0.02%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPSF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1483578 | PA      | $1483264.64   | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5087000 | PA      | $5111640.16   | 0.35%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132A5HC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189418 | PA      | $182213.57    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                                 | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $249361.00    | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                             | Taylor Morrison Communities Inc                                                                | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212726.43    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    583000 | PA      | $608218.98    | 0.04%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    272000 | PA      | $251711.23    | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-3                                                  | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $611408.04    | 0.04%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397212 | PA      | $407165.17    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNCA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1649764 | PA      | $1523160.05   | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038597 | PA      | $1056909.66   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSD58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007784 | PA      | $936837.21    | 0.06%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    474000 | PA      | $426416.74    | 0.03%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                                             | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209186.80    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3376942 | PA      | $3411882.45   | 0.24%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                         | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $325581.58    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14580000 | PA      | $14506530.50  | 1.00%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2018-4                                                     | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92527 | PA      | $90979.19     | 0.01%             | 2048-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2021-A                                                        | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37385 | PA      | $34107.16     | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                          | KB Home                                                                                        | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    206000 | PA      | $193610.71    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2025-NQM5 Trust                                                                           | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204000 | PA      | $203922.16    | 0.01%             | 2070-08-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388359 | PA      | $1131080.20   | 0.08%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $411529.52    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSE99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453859 | PA      | $429056.94    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250097.79    | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    552000 | PA      | $554586.68    | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XDAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2746505 | PA      | $2255260.60   | 0.16%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48712 | PA      | $44744.05     | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                                             | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1927279.02   | 0.13%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2166618.79   | 0.15%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                                  | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $233764.67    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $668042.66    | 0.05%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CF40<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    695920 | PA      | $587063.06    | 0.04%             | 2045-04-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                         | Columbia Pipelines Holding Co LLC                                                              | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $578970.32    | 0.04%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                               | Willis Engine Structured Trust V                                                               | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134198 | PA      | $129098.12    | 0.01%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108588 | PA      | $103947.33    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1179818 | PA      | $1084062.79   | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2586519 | PA      | $2536153.11   | 0.18%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XMJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831569 | PA      | $848072.59    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                           | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579743.19    | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                            | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    875000 | PA      | $886523.75    | 0.06%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3120910 | PA      | $2401071.16   | 0.17%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | Cemex SAB de CV                                                                                | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    338000 | PA      | $320989.81    | 0.02%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Harvest CLO                                                                      | Harvest CLO XXXII DAC                                                                          | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |   5000000 | PA      | $5886926.25   | 0.41%             | 2037-07-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                               | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266555.82    | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                                     | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    150000 | PA      | $130586.70    | 0.01%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J8BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582745 | PA      | $560369.82    | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3588810 | PA      | $3556474.58   | 0.25%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1333512.74   | 0.09%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | Delta Air Lines Inc                                                                            | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    286000 | PA      | $286181.23    | 0.02%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    235000 | PA      | $256895.19    | 0.02%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497525.44    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                  | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3899390.54   | 0.27%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118079.82    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-4                                                              | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162126 | PA      | $138130.14    | 0.01%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18483 | PA      | $17254.23     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                            | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1698204.98   | 0.12%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12095000 | PA      | $11985861.49  | 0.83%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    162000 | PA      | $147983.95    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J9SH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1643761 | PA      | $1591314.16   | 0.11%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5PL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1514729 | PA      | $1393074.74   | 0.10%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189354 | PA      | $187776.09    | 0.01%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                           | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    617000 | PA      | $461080.77    | 0.03%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163914 | PA      | $151565.43    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197146 | PA      | $159775.73    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9905000 | PA      | $8645207.81   | 0.60%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EJW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277279 | PA      | $269829.34    | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    582000 | PA      | $598953.69    | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                                 | Aligned Data Centers Issuer LLC                                                                | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221000 | PA      | $225207.40    | 0.02%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239082 | PA      | $239396.70    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                           | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $279130.86    | 0.02%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                           | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1559194.69   | 0.11%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| SLG Office Trust                                                                 | SLG Office Trust 2021-OVA                                                                      | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289000 | PA      | $250715.25    | 0.02%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                          | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    156000 | PA      | $151208.38    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                                               | Tikehau US CLO IV Ltd                                                                          | CUSIP: 88675CAA0<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4008480.00   | 0.28%             | 2034-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                                 | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    219000 | PA      | $219432.77    | 0.02%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust 2016-C4                                                        | CUSIP: 12531YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65003 | PA      | $64823.81     | 0.00%             | 2058-05-10      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911538 | PA      | $908996.11    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WH3H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48188 | PA      | $45109.68     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307288.24    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                           | Cloud Software Group Inc                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127423.01    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    207000 | PA      | $214216.49    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140MNMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067880 | PA      | $953011.45    | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                               | CyrusOne Data Centers Issuer I LLC                                                             | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $441986.04    | 0.03%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                                          | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $76017.45     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381188.48    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697190 | PA      | $536835.21    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2024-5                                                                  | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108670 | PA      | $1121422.42   | 0.08%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372072 | PA      | $327839.65    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    772653 | PA      | $701976.64    | 0.05%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                            | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179741.93    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C18 Commercial Mortgage Trust                                                       | CUSIP: 12597DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $983572.17    | 0.07%             | 2052-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | Barclays Commercial Mortgage Trust 2019-C5                                                     | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22990 | PA      | $22514.18     | 0.00%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                              | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    682000 | PA      | $704411.18    | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                                    | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1444180.05   | 0.10%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    149000 | PA      | $161788.22    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X9V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692874 | PA      | $640674.51    | 0.04%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B23 Mortgage Trust                                                              | CUSIP: 08162RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1484490.32   | 0.10%             | 2054-02-15      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1448335.87   | 0.10%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                                              | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304139 | PA      | $311301.50    | 0.02%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    308000 | PA      | $314820.97    | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | AmeriCredit Automobile Receivables Trust 2021-3                                                | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326025 | PA      | $322476.52    | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1799720 | PA      | $1787107.03   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133AJBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234600 | PA      | $200090.93    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                          | Corebridge Global Funding                                                                      | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    894000 | PA      | $898680.04    | 0.06%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                              | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $354489.91    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $-2461.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury STRIPS Coupon                                                                    | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $1506067.36   | 0.10%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1994000 | PA      | $2112299.02   | 0.15%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2779099.98   | 0.19%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | Capstone Copper Corp                                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $75254.90     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-4                                                  | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $925032.60    | 0.06%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK34                                                                                | CUSIP: 06541JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2050326.26   | 0.14%             | 2063-06-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55199 | PA      | $54490.40     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603444 | PA      | $555229.38    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                         | Cassa Depositi e Prestiti SpA                                                                  | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $201203.29    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385180 | PA      | $357765.14    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    878000 | PA      | $909558.01    | 0.06%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2016-UBS11                                                      | CUSIP: 61767FAZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1562383 | PA      | $1540849.03   | 0.11%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2656400 | PA      | $2445053.23   | 0.17%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2025-SFR5 Trust                                                           | CUSIP: 74334RAA0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $241424.62    | 0.02%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138696 | PA      | $133583.26    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2021-NQM2 Trust                                                                           | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159675 | PA      | $137856.81    | 0.01%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                                            | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1815393.78   | 0.13%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1379384.90   | 0.10%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQW93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733638 | PA      | $736761.34    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    227000 | PA      | $240673.57    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138W6WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23940 | PA      | $22041.75     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XPAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671107 | PA      | $685509.42    | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                     | Cimpress PLC                                                                                   | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    285000 | PA      | $284362.91    | 0.02%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                           | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1495264.57   | 0.10%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1504233.86   | 0.10%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8125000 | PA      | $8174670.40   | 0.57%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                          | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $327825.00    | 0.02%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                          | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    460000 | PA      | $393391.61    | 0.03%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                       | Uniti Fiber Abs Issuer Llc                                                                     | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249000 | PA      | $255384.56    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | Venture Global Calcasieu Pass LLC                                                              | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62346.73     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DUQG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1192266 | PA      | $1105536.14   | 0.08%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179QT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98454 | PA      | $92301.41     | 0.01%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106930 | PA      | $103331.54    | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-1                                                  | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201491.64    | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62552 | PA      | $56762.01     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466829.10    | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84376 | PA      | $78636.37     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140K06Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323594 | PA      | $301426.15    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1927911.64   | 0.13%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6192000 | PA      | $6431456.28   | 0.45%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                                                  | Maya SAS/Paris France                                                                          | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214664.60    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                                             | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $198309.97    | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    565000 | PA      | $583198.62    | 0.04%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50786 | PA      | $48791.12     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2020-C6                                                                   | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42908 | PA      | $40449.47     | 0.00%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                         | Graphic Packaging International LLC                                                            | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    248000 | PA      | $235313.44    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $920647.27    | 0.06%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                              | PFS Financing Corp                                                                             | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2486000 | PA      | $2502168.45   | 0.17%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31307C3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57366 | PA      | $56424.81     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-HR8                                                        | CUSIP: 61692BBP4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $879086.95    | 0.06%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704233 | PA      | $703540.23    | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                               | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                                  | CUSIP: 35563PFG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729721 | PA      | $713191.22    | 0.05%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284351.10    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                                  | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1632715.74   | 0.11%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132D6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317605 | PA      | $317786.96    | 0.02%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WGYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55959 | PA      | $52262.94     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                                   | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1900000 | PA      | $1719977.24   | 0.12%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485548 | PA      | $395469.89    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | Carnival Corp                                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    916000 | PA      | $933338.05    | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1597923.72   | 0.11%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1432111 | PA      | $1447378.60   | 0.10%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQH74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1504840 | PA      | $1475536.47   | 0.10%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266898 | PA      | $257287.88    | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | Group 1 Automotive Inc                                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100182.05    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1235207 | PA      | $1266775.78   | 0.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1184000 | PA      | $1091000.96   | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                                         | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281977.94    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    403000 | PA      | $376141.39    | 0.03%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1026289 | PA      | $912708.25    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241354 | PA      | $210268.97    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                                  | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    193000 | PA      | $196265.22    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533813 | PA      | $500351.76    | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                                          | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    535000 | PA      | $550937.40    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2838658 | PA      | $2767998.23   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                                          | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1134563.58   | 0.08%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                                 | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171571.94    | 0.01%             | 2031-04-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DTCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1328849 | PA      | $1330209.54   | 0.09%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                                            | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1807339 | PA      | $1681544.68   | 0.12%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297298.58    | 0.02%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140W1YY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410167 | PA      | $387881.77    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404180.00    | 0.03%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    306000 | PA      | $309113.12    | 0.02%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Serbia International Bonds                                                       | Serbia International Bonds                                                                     | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $417526.63    | 0.03%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133L8DV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1042447 | PA      | $966474.11    | 0.07%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441906.60    | 0.03%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JAJ41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38745 | PA      | $36181.28     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                  | Domino's Pizza Master Issuer LLC                                                               | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177000 | PA      | $178452.96    | 0.01%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2047769.27   | 0.14%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    228000 | PA      | $237313.74    | 0.02%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                                | Arbys Funding LLC                                                                              | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498750 | PA      | $482103.27    | 0.03%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSUZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    869077 | PA      | $822128.21    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                                     | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $167230.02    | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378239 | PA      | $336685.33    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300885.16    | 0.02%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                           | CVS Pass-Through Trust                                                                         | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371316 | PA      | $388076.87    | 0.03%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    445000 | PA      | $412895.04    | 0.03%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448189 | PA      | $438490.36    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | Long: B8A9KCBB7 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8A9KCBB7 IRS USD P F  1.35000 2 CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1130000 | OU      | $504789.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                                          | Iron Mountain Information Management Services Inc                                              | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     76000 | PA      | $73295.61     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                              | CUSIP: 36184FSP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79503 | PA      | $71598.49     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XLZ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340750 | PA      | $334484.89    | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2025-NQM18 Trust                                                                           | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130324.45    | 0.01%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                         | Genpact Luxembourg SARL/Genpact USA Inc                                                        | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1831000 | PA      | $1905908.70   | 0.13%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296238.17    | 0.02%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                                   | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $248715.64    | 0.02%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XQLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119257 | PA      | $1060853.64   | 0.07%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                         | Capital Power US Holdings Inc                                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168196.85    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                                          | NGC 2024-I Ltd                                                                                 | CUSIP: 652927AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4750000 | PA      | $4763300.00   | 0.33%             | 2037-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167570 | PA      | $994603.79    | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318420.17    | 0.02%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    154000 | PA      | $167178.01    | 0.01%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                          | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296386.70    | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XPGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1845364 | PA      | $1727170.47   | 0.12%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                               | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                                  | CUSIP: 35563PJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472821 | PA      | $459230.15    | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X52C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433090 | PA      | $434503.20    | 0.03%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                           | Clydesdale Acquisition Holdings Inc                                                            | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    234000 | PA      | $240331.85    | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    467000 | PA      | $455993.95    | 0.03%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $200144.30    | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                       | SERVPRO Master Issuer LLC                                                                      | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131005 | PA      | $135574.51    | 0.01%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2024-R1                                                                              | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227992 | PA      | $1220493.90   | 0.08%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                                            | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1130000 | PA      | $1145356.76   | 0.08%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                    | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    257000 | PA      | $190737.82    | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                  | CUSIP: 46590MAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482460 | PA      | $479061.37    | 0.03%             | 2049-08-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2023-4                                                              | CUSIP: 46656QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412666 | PA      | $1419431.35   | 0.10%             | 2053-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    453000 | PA      | $461234.45    | 0.03%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | Calpine Corp                                                                                   | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238285.35    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184088.97    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR ULTRA FUT DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        95 | NC      | $89089.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $167.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132KEUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169010 | PA      | $166405.48    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                           | Switch ABS Issuer LLC                                                                          | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201137.60    | 0.01%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B23 Mortgage Trust                                                              | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2977645 | PA      | $2804691.61   | 0.19%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | Builders FirstSource Inc                                                                       | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    321000 | PA      | $302148.38    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140W0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884964 | PA      | $899927.07    | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3167216 | PA      | $3245067.42   | 0.22%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2219401 | PA      | $2164385.62   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8480000 | PA      | $8510143.77   | 0.59%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137128 | PA      | $140527.97    | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-5                                                  | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006519.80   | 0.07%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10462000 | PA      | $10388030.42  | 0.72%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119323.98    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                                  | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357000 | PA      | $321389.25    | 0.02%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                                         | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151178.48    | 0.01%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3517000 | PA      | $2070811.36   | 0.14%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132XXQK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116178 | PA      | $111847.47    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                         | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    157000 | PA      | $161509.51    | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                                                          | Virginia Power Fuel Securitization LLC                                                         | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $3087939.29   | 0.21%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1588735 | PA      | $1463488.81   | 0.10%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                         | Marriott Ownership Resorts Inc                                                                 | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    286000 | PA      | $284895.86    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1248563.30   | 0.09%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56614 | PA      | $49992.60     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                                                         | CIMIC Finance USA Pty Ltd                                                                      | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |    185000 | PA      | $201728.14    | 0.01%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    399000 | PA      | $405680.64    | 0.03%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | Athene Global Funding                                                                          | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    248000 | PA      | $253953.55    | 0.02%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QCBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26773 | PA      | $23938.25     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                                      | Freddie Mac Reference REMIC                                                                    | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26546 | PA      | $27869.87     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | Csmc 2021-Nqm6 Trust                                                                           | CUSIP: 12662KAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    264317 | PA      | $227188.98    | 0.02%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901449 | PA      | $764046.46    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                                     | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    845000 | PA      | $886640.90    | 0.06%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                           | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377494.40    | 0.03%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                           | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    452000 | PA      | $458418.48    | 0.03%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JBFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347324 | PA      | $359522.52    | 0.02%             | 2047-04-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819889 | PA      | $821603.72    | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1012303.53   | 0.07%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC SECUR FND                                                           | DTE Electric Securitization Funding I LLC                                                      | CUSIP: 23345GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623494 | PA      | $615810.41    | 0.04%             | 2026-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                                 | S&S Holdings LLC                                                                               | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $334604.17    | 0.02%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                      | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    355000 | PA      | $375618.61    | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                          | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    895000 | PA      | $948569.24    | 0.07%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686000 | PA      | $643147.41    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US Holdings Inc                                                                            | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    313000 | PA      | $317526.83    | 0.02%             | 2029-08-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JAT57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7097 | PA      | $6584.83      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250568 | PA      | $233471.31    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349679 | PA      | $337009.35    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                         | 1011778 BC ULC / New Red Finance Inc                                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    225000 | PA      | $219922.56    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VHR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1922679 | PA      | $1659648.74   | 0.11%             | 2050-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347941 | PA      | $308029.47    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 A PTT                                                          | United Airlines 2016-1 Class A Pass Through Trust                                              | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292405 | PA      | $281003.20    | 0.02%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                              | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $360753.60    | 0.02%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18915000 | PA      | $12173575.78  | 0.84%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                                    | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141518.59    | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                                     | Triton Container Finance VIII LLC                                                              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377200 | PA      | $353863.89    | 0.02%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500577 | PA      | $1471357.04   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154439.56    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218368.46    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741094 | PA      | $725056.76    | 0.05%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1456485 | PA      | $1300071.14   | 0.09%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1353364 | PA      | $1320305.94   | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132QU2U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38250 | PA      | $36023.59     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                                  | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    885000 | PA      | $1039242.49   | 0.07%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861357 | PA      | $845517.77    | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464620 | PA      | $473363.32    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C32                                                                  | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2052000 | PA      | $2190486.20   | 0.15%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                                            | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    224000 | PA      | $215255.92    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140F5CQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25464 | PA      | $24495.44     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                          | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278915.61    | 0.02%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                            | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1911027.18   | 0.13%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Home Lending Mortgage Trust Series 2024-RPL3                                             | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454220 | PA      | $408214.15    | 0.03%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                              | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172352.71    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50998 | PA      | $47812.08     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                               | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    242000 | PA      | $186898.41    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | Williams Scotsman Inc                                                                          | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205778.78    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    835414 | PA      | $803070.01    | 0.06%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218160.92    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                                  | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1832664.40   | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                            | Rentokil Terminix Funding LLC                                                                  | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1612632.27   | 0.11%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13341000 | PA      | $12318016.26  | 0.85%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X6TG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055667 | PA      | $976671.61    | 0.07%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    335000 | PA      | $350059.93    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531736.00    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2017-CX10 Commercial Mortgage Trust                                                      | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335000 | PA      | $1305844.94   | 0.09%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133ARB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368154 | PA      | $313446.04    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury STRIPS Coupon                                                                    | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $144355.49    | 0.01%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    238000 | PA      | $254304.07    | 0.02%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                                           | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    421000 | PA      | $426660.35    | 0.03%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190484 | PA      | $968349.95    | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                                      | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1230000 | PA      | $1236607.86   | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157262 | PA      | $148775.56    | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231232 | PA      | $212907.14    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XCRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1246327 | PA      | $1198517.23   | 0.08%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                          | Metropolitan Life Global Funding I                                                             | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2751619.37   | 0.19%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829413 | PA      | $713688.58    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1836443 | PA      | $1831890.54   | 0.13%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                                  | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5064 | PA      | $5031.53      | 0.00%             | 2033-09-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7366254.91   | 0.51%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                  | CLI Funding VI LLC                                                                             | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    365548 | PA      | $342543.54    | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138ERSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36527 | PA      | $34174.42     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                        | News Corp                                                                                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163134.51    | 0.01%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2021-NQM3                                                                                 | CUSIP: 12660LAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    180776 | PA      | $156726.98    | 0.01%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQ5Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1704177 | PA      | $1670653.48   | 0.12%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4149714 | PA      | $3570368.26   | 0.25%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                          | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    383000 | PA      | $402151.34    | 0.03%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                                            | Whistler Pipeline LLC                                                                          | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171642.77    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584476 | PA      | $573094.92    | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XM5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365346 | PA      | $1258036.39   | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396812 | PA      | $399378.73    | 0.03%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1545256 | PA      | $1339371.52   | 0.09%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                          | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    362000 | PA      | $322270.93    | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                               | TIF Funding II LLC                                                                             | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215050 | PA      | $196491.75    | 0.01%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO Financial Group Inc                                                                        | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    478000 | PA      | $486507.45    | 0.03%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $285906.76    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                              | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    707000 | PA      | $718550.25    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQ5X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1335801 | PA      | $1311377.99   | 0.09%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | United Airlines Inc                                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $234535.62    | 0.02%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874313 | PA      | $672662.67    | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                               | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    393000 | PA      | $392096.66    | 0.03%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                       | Driven Brands Funding LLC                                                                      | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400992 | PA      | $378567.33    | 0.03%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    174000 | PA      | $181828.89    | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| REPSOL E&P CAP MARKETS                                                           | Repsol E&P Capital Markets US LLC                                                              | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201537.95    | 0.01%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1853391 | PA      | $1860689.98   | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                                     | World Omni Select Auto Trust 2021-A                                                            | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65773 | PA      | $65666.67     | 0.00%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                                   | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    421000 | PA      | $418936.68    | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                           | Invitation Homes 2024-SFR1 Trust                                                               | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431261 | PA      | $423933.04    | 0.03%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2025-CRM1                                                            | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789016 | PA      | $798636.43    | 0.06%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                                         | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $78997.15     | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                                           | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |   1847000 | PA      | $1614290.58   | 0.11%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1261136.55   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                              | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $555657.31    | 0.04%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                           | Repsol E&P Capital Markets US LLC                                                              | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203856.24    | 0.01%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    499000 | PA      | $497192.10    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                              | CUSIP: 3622A22A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1344001 | PA      | $1290390.00   | 0.09%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209353 | PA      | $187378.30    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                               | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197205.14    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSNV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475174 | PA      | $437644.61    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    495000 | PA      | $446087.10    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XPZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2710161 | PA      | $2330134.45   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                         | Jersey Mike's Funding                                                                          | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309000 | PA      | $316508.05    | 0.02%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC                                                                                       | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140063 | PA      | $133434.66    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    376000 | PA      | $371736.05    | 0.03%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                                   | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1550000 | PA      | $1466005.14   | 0.10%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22730 | PA      | $20943.63     | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    241200 | PA      | $243602.35    | 0.02%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust Series 2025-2                                                         | CUSIP: 46593NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1782654 | PA      | $1794136.96   | 0.12%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                         | Jersey Mike's Funding LLC                                                                      | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262680 | PA      | $268128.14    | 0.02%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697428 | PA      | $595269.19    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding XXXVIII Ltd                                                               | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000100.00   | 0.14%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279700 | PA      | $269630.02    | 0.02%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QP2S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881545 | PA      | $864215.50    | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132A5JD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119113 | PA      | $114527.32    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183786 | PA      | $174431.96    | 0.01%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-96537.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                           | Fresenius Medical Care US Finance III Inc                                                      | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    706000 | PA      | $623607.13    | 0.04%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B20 Mortgage Trust                                                              | CUSIP: 08162XBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135717 | PA      | $135426.53    | 0.01%             | 2053-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                          | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    387000 | PA      | $398390.88    | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    710000 | PA      | $715190.10    | 0.05%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140JAKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218720 | PA      | $210359.61    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT Midstream Inc                                                                               | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $171262.32    | 0.01%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    419000 | PA      | $411961.71    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KRJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1129562 | PA      | $1125697.54   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                                | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $207252.33    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63717 | PA      | $63277.54     | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337908.65    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258272 | PA      | $248836.30    | 0.02%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    228000 | PA      | $209190.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                   | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    367000 | PA      | $437578.50    | 0.03%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                          | Corebridge Global Funding                                                                      | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1104485.72   | 0.08%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4646314 | PA      | $3983136.65   | 0.28%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | Sirius XM Radio LLC                                                                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    228000 | PA      | $220498.65    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                           | Global Atlantic Fin Co                                                                         | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2232517.93   | 0.15%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                             | Atlas Warehouse Lending Co LP                                                                  | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257163.12    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    409000 | PA      | $420076.52    | 0.03%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1313495 | PA      | $1113841.98   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | Athene Global Funding                                                                          | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    234000 | PA      | $236039.79    | 0.02%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245117 | PA      | $1175345.52   | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                | PRPM 2025-RCF1 LLC                                                                             | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626100 | PA      | $622150.36    | 0.04%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421698 | PA      | $381483.22    | 0.03%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J93B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119730 | PA      | $111002.71    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349545.48    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186556.41    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2019-1                                                               | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201266 | PA      | $196282.11    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108147 | PA      | $103948.76    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                        | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $320703.30    | 0.02%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1165456.25   | 0.08%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2203500.82   | 0.15%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WJQR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143448 | PA      | $134360.10    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                             | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1828465.86   | 0.13%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-1 A PTT                                                          | United Airlines 2019-1 Class A Pass Through Trust                                              | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277161 | PA      | $266864.13    | 0.02%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                                            | Teva Pharmaceutical Finance Co LLC                                                             | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71259.58     | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    154000 | PA      | $154957.64    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                                      | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    411000 | PA      | $331227.45    | 0.02%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US ULTRA BOND CBT DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -31 | NC      | $-108923.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2023-RPL1                                                      | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108578 | PA      | $1106268.03   | 0.08%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                              | CUSIP: 31397UUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349587 | PA      | $362485.26    | 0.03%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    210000 | PA      | $203638.62    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                              | CUSIP: 3620AMTH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207446 | PA      | $200251.17    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247285 | PA      | $237959.33    | 0.02%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                           | NRZ Excess Spread-Collateralized Notes                                                         | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49885 | PA      | $49107.84     | 0.00%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KQN93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1942243 | PA      | $1906526.90   | 0.13%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                                    | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1360925.70   | 0.09%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36195LPE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    556046 | PA      | $514425.35    | 0.04%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C38                                                 | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842346 | PA      | $830146.36    | 0.06%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK26                                                                                | CUSIP: 06540JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1640027.88   | 0.11%             | 2063-03-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPMV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2833155 | PA      | $2892742.58   | 0.20%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143872 | PA      | $144869.81    | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                          | Dealer Tire LLC / DT Issuer LLC                                                                | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $230642.74    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPZS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4234040 | PA      | $4265272.77   | 0.30%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                             | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414456.38    | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761837 | PA      | $647680.99    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                                         | OBX 2021-NQM3 Trust                                                                            | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207388 | PA      | $171215.44    | 0.01%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62410 | PA      | $59051.86     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37770 | PA      | $38353.49     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2021-3                                                                 | CUSIP: 14317DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $309584.97    | 0.02%             | 2027-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336944 | PA      | $322550.90    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                         | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $437916.53    | 0.03%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1561490.27   | 0.11%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67161 | PA      | $64479.78     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN Resources SA                                                                               | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    457000 | PA      | $371757.66    | 0.03%             | 2031-06-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166802 | PA      | $155251.23    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-3                                                                | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212057 | PA      | $211080.15    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M86L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44575 | PA      | $46457.43     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    197000 | PA      | $205380.32    | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK23                                                                                | CUSIP: 06541RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2038993 | PA      | $1912268.03   | 0.13%             | 2052-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Project Sunbird                                                                  | Sunbird Engine Finance LLC                                                                     | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    131063 | PA      | $128873.79    | 0.01%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                                    | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252760.63    | 0.02%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                                | MC Brazil Downstream Trading SARL                                                              | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    305590 | PA      | $262370.36    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                              | PFS Financing Corp                                                                             | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1994000 | PA      | $2018790.01   | 0.14%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                                      | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1866416.72   | 0.13%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $193960.44    | 0.01%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                                          | Sasol Financing USA LLC                                                                        | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397648.04    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XNL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385788 | PA      | $345051.55    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIN Ltd                                                                          | RIN II Ltd                                                                                     | CUSIP: 76676CAS5<br>LEI: 213800SRFPLD9YS2IA41 | Long             | ABS-CBDO         | CORP              | KY        |    302000 | PA      | $302701.55    | 0.02%             | 2038-01-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                               | Subway Funding LLC                                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129025 | PA      | $130933.49    | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                               | CyrusOne Data Centers Issuer I LLC                                                             | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457000 | PA      | $449061.32    | 0.03%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378585.85    | 0.03%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FFT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18201 | PA      | $18318.40     | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                         | Mill City Mortgage Trust 2015-1                                                                | CUSIP: 599809CG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382828 | PA      | $379856.00    | 0.03%             | 2056-06-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                                             | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    542000 | PA      | $532689.79    | 0.04%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    172000 | PA      | $181208.88    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336893 | PA      | $274252.48    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335BD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56835 | PA      | $52290.14     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1751638 | PA      | $1655917.43   | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    177000 | PA      | $186787.98    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WFDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271051 | PA      | $255166.16    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2021-NQM1 Trust                                                                           | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173690 | PA      | $155691.29    | 0.01%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                                  | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167247.21    | 0.01%             | 2026-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                                  | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $301419.76    | 0.02%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265748 | PA      | $255952.54    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                                 | Aris Mining Corp                                                                               | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $262197.18    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2021-NQM1                                                         | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152259 | PA      | $133853.90    | 0.01%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000626 | PA      | $1778575.81   | 0.12%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CW74<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1791119 | PA      | $1849741.22   | 0.13%             | 2049-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                                                     | Anchorage Capital Europe CLO 6 DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $4700001.41   | 0.33%             | 2038-01-22      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280516 | PA      | $269755.27    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO DAC                                                             | Barings Euro CLO 2015-1 DAC                                                                    | CUSIP: 000000000<br>LEI: 635400AW6SPWCAGJKI82 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2936324.41   | 0.20%             | 2035-07-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                                 | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210745.15    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28556 | PA      | $25912.92     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467747 | PA      | $439990.70    | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4592339 | PA      | $3733203.09   | 0.26%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851594 | PA      | $820477.46    | 0.06%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    279000 | PA      | $243288.02    | 0.02%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                                    | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     59000 | PA      | $65180.85     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    545000 | PA      | $580083.96    | 0.04%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                    | SBA Small Business Investment Cos                                                              | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3113232 | PA      | $3163912.49   | 0.22%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95010 | PA      | $90951.28     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3506125 | PA      | $3222877.49   | 0.22%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354635 | PA      | $318033.17    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1955000 | PA      | $1957940.14   | 0.14%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2024-A                                                        | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385360 | PA      | $394194.60    | 0.03%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744499 | PA      | $742423.69    | 0.05%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | Qnity Electronics Inc                                                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20448.72     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140KDFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239668 | PA      | $212947.45    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83293 | PA      | $75433.22     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust 2016-C2                                             | CUSIP: 46590LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677282 | PA      | $672032.03    | 0.05%             | 2049-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88368 | PA      | $85007.51     | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    560000 | PA      | $572740.00    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133A3PB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453475 | PA      | $405305.97    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QQLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328499 | PA      | $328497.71    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2925432 | PA      | $2793846.23   | 0.19%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    673000 | PA      | $695368.83    | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                                     | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     60000 | PA      | $68426.03     | 0.00%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    878500 | PA      | $879201.08    | 0.06%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    313000 | PA      | $323810.43    | 0.02%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                        | Retained Vantage Data Centers Issuer LLC                                                       | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   1384000 | PA      | $1388080.59   | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633155 | PA      | $627206.83    | 0.04%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    469000 | PA      | $490681.34    | 0.03%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                  | Domino's Pizza Master Issuer LLC                                                               | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2702000 | PA      | $2732222.41   | 0.19%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XGKP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398948 | PA      | $351470.58    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    292000 | PA      | $312398.13    | 0.02%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                               | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                                  | CUSIP: 35563PHF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509441 | PA      | $489131.92    | 0.03%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                               | Compass Datacenters Issuer II LLC                                                              | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $297295.93    | 0.02%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QRBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1594458 | PA      | $1601245.30   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    697000 | PA      | $697198.51    | 0.05%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2022-CLS                                                                              | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657000 | PA      | $1670514.83   | 0.12%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                    | Cable One Inc                                                                                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    221000 | PA      | $187458.92    | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Regatta XII Funding Ltd.                                                         | Regatta XII Funding Ltd                                                                        | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006508.00   | 0.14%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    441000 | PA      | $469436.17    | 0.03%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQYW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373202 | PA      | $379679.64    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365297 | PA      | $281281.70    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | Lithia Motors Inc                                                                              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    246000 | PA      | $233792.84    | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                  | MARB BondCo PLC                                                                                | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    606000 | PA      | $555622.55    | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                            | TrueNoord Capital DAC                                                                          | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    203000 | PA      | $215886.24    | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                                   | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150962.02    | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Corp                                                                                    | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109526.59    | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                        | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    850000 | PA      | $980059.95    | 0.07%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $953728.81    | 0.07%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172640 | PA      | $955257.06    | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31417FU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199279 | PA      | $188053.46    | 0.01%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    655000 | PA      | $618792.14    | 0.04%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    814000 | PA      | $651063.58    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                                          | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1219714.01   | 0.08%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222894 | PA      | $204232.21    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                                  | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $235438.82    | 0.02%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899244 | PA      | $881733.72    | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    268000 | PA      | $276390.11    | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132D6CB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320503 | PA      | $310792.32    | 0.02%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132QTSD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360830 | PA      | $346793.44    | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138WGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129550 | PA      | $121647.60    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC                                                                             | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    631000 | PA      | $648301.84    | 0.04%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1928460.97   | 0.13%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | Macquarie Group Ltd                                                                            | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2190198.44   | 0.15%             | 2034-12-07      | Fixed         | 6.26%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64994 | PA      | $60188.43     | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                          | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2348598.39   | 0.16%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DP6U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395434 | PA      | $388162.58    | 0.03%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                   | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $264223.47    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174371.72    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M8N26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90218 | PA      | $95211.05     | 0.01%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660342 | PA      | $537974.97    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CQ22<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2314876 | PA      | $2204481.58   | 0.15%             | 2047-07-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $104369.76    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227154.74    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L8JZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27418 | PA      | $25669.37     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                             | SCG Trust 2025-SNIP                                                                            | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1202703.84   | 0.08%             | 2030-09-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                               | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    369000 | PA      | $387658.85    | 0.03%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                               | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    544000 | PA      | $432768.17    | 0.03%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782661 | PA      | $696222.75    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    402000 | PA      | $425739.21    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837856 | PA      | $839252.06    | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419001 | PA      | $409933.79    | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2021-5                                                                | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317221 | PA      | $277787.24    | 0.02%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511665 | PA      | $472328.33    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                         | Standard Industries Inc/NY                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24805.58     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                                      | Popular Inc                                                                                    | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    353000 | PA      | $369061.85    | 0.03%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                          | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2729267.24   | 0.19%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group Inc                                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91303.42     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                           | Sunoco LP / Sunoco Finance Corp                                                                | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $442295.66    | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                                         | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    399000 | PA      | $439957.35    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                               | Subway Funding LLC                                                                             | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440670 | PA      | $440564.72    | 0.03%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867333 | PA      | $824815.94    | 0.06%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                           | National Securities Clearing Corp                                                              | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2497406.81   | 0.17%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17088000 | PA      | $16717537.46  | 1.16%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1739128.85   | 0.12%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    244000 | PA      | $261235.51    | 0.02%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456170 | PA      | $432795.87    | 0.03%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                         | JH North America Holdings Inc                                                                  | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    291000 | PA      | $298316.90    | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                                         | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    536000 | PA      | $521672.72    | 0.04%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| State of Connecticut                                                             | CONNECTICUT ST                                                                                 | CUSIP: 20772KQM4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    935000 | PA      | $940326.70    | 0.07%             | 2029-06-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45414 | PA      | $39158.78     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                                          | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $264495.68    | 0.02%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82782.40     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                          | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109838.06    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    960000 | PA      | $932126.22    | 0.06%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    242000 | PA      | $248646.92    | 0.02%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116759 | PA      | $112558.23    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458964 | PA      | $413272.67    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422250 | PA      | $379613.66    | 0.03%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                                    | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2208397.71   | 0.15%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                     | Virtusa Corp                                                                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89236.45     | 0.01%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742793 | PA      | $1740897.86   | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139006 | PA      | $133983.66    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337062.73    | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2021-NQM3 Trust                                                                           | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239471 | PA      | $208451.72    | 0.01%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                          | Teva Pharmaceutical Finance Netherlands III BV                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    478000 | PA      | $357152.09    | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                                               | Sesac Finance LLC                                                                              | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $269572.51    | 0.02%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B24 Mortgage Trust                                                              | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $835988.13    | 0.06%             | 2054-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                              | Compass Datacenters Issuer III LLC                                                             | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003000 | PA      | $1015660.37   | 0.07%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2017-JP6                                            | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779049 | PA      | $765308.82    | 0.05%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 A PTT                                                           | British Airways 2018-1 Class A Pass Through Trust                                              | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52585 | PA      | $50738.47     | 0.00%             | 2031-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                                            | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    485000 | PA      | $403012.64    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                              | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    738000 | PA      | $723544.61    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14211 | PA      | $13670.33     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XHEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2466879 | PA      | $2106005.59   | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232103 | PA      | $220976.54    | 0.02%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                                            | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421000 | PA      | $435924.62    | 0.03%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    530000 | PA      | $444237.42    | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762194 | PA      | $698944.30    | 0.05%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $4790671.88   | 0.33%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418FKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1788693 | PA      | $1807915.89   | 0.13%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213723 | PA      | $1150390.20   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                                         | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2280611.98   | 0.16%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416505 | PA      | $390090.40    | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                                         | GM Financial Revolving Receivables Trust 2024-1                                                | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $164378.85    | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    439000 | PA      | $441000.58    | 0.03%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832536 | PA      | $733895.16    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2754333.33   | 0.19%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                 | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $198217.11    | 0.01%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183263.68    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                                        | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $318766.26    | 0.02%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    457000 | PA      | $365117.87    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                                | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    343000 | PA      | $362448.60    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK26                                                                                | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1438152 | PA      | $1362515.94   | 0.09%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                         | JH North America Holdings Inc                                                                  | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92474.62     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                             | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    555000 | PA      | $563435.49    | 0.04%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215178 | PA      | $984852.48    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                            | Gildan Activewear Inc                                                                          | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     99000 | PA      | $98891.32     | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X4P91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116309 | PA      | $105186.42    | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $253822.36    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B24 Mortgage Trust                                                              | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1587479.25   | 0.11%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89409 | PA      | $72710.06     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL Corp Ltd                                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    191000 | PA      | $191130.36    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                                          | Aeropuertos Dominicanos Siglo XXI SA                                                           | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    281000 | PA      | $295225.63    | 0.02%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431882 | PA      | $374317.34    | 0.03%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333059 | PA      | $1326455.37   | 0.09%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101355 | PA      | $96212.78     | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                        | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    435000 | PA      | $323574.88    | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | Venture Global Calcasieu Pass LLC                                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184182.01    | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2021-NQM1 Trust                                                                            | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85749 | PA      | $80923.56     | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $141327.72    | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                                       | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    114000 | PA      | $125805.85    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476603 | PA      | $456599.29    | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647916 | PA      | $622475.58    | 0.04%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                              | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2014090.77   | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89530 | PA      | $77769.02     | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 A PTT                                                          | American Airlines 2017-2 Class A Pass Through Trust                                            | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170814 | PA      | $162509.11    | 0.01%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133B3WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411528 | PA      | $366532.21    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    293000 | PA      | $295416.25    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6664000 | PA      | $6718665.59   | 0.46%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $399141.95    | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                                  | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    655000 | PA      | $800041.17    | 0.06%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5879906 | PA      | $5478710.41   | 0.38%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258919.93    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335A3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419515 | PA      | $423315.06    | 0.03%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QQFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438323 | PA      | $427948.88    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                            | New Economy Assets - Phase 1 Sponsor LLC                                                       | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506000 | PA      | $423748.79    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust 2021-1                                                                 | CUSIP: 33852DAB7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    536652 | PA      | $445337.72    | 0.03%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                                     | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1000000 | PA      | $-911928.55   | -0.06%            | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2024-SFR3 Trust                                                           | CUSIP: 74331VAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3108941 | PA      | $2962924.43   | 0.21%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239995 | PA      | $239845.57    | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $1466237.49   | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                          | Global Partners LP / GLP Finance Corp                                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $197370.83    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                                            | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    510892 | PA      | $508082.10    | 0.04%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | Lithia Motors Inc                                                                              | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234881.33    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                                   | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $357650.16    | 0.02%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                            | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    281000 | PA      | $294330.47    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                              | CUSIP: 3622AAAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141793 | PA      | $141321.42    | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                          | Millrose Properties Inc                                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    376000 | PA      | $382677.76    | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    416000 | PA      | $442403.38    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146003 | PA      | $132757.35    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826580 | PA      | $837280.81    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624474 | PA      | $509401.14    | 0.04%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX Corp                                                                                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $541334.65    | 0.04%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                            | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184665.43    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1054192 | PA      | $1050655.12   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | Aker BP ASA                                                                                    | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2127000 | PA      | $2050863.06   | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                                | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $253632.17    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                         | Global Infrastructure Solutions Inc                                                            | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138667.25    | 0.01%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31415PM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141430 | PA      | $146546.97    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1026596.75   | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2250000 | PA      | $2168990.24   | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    408000 | PA      | $473370.98    | 0.03%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $234818.91    | 0.02%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                                      | Exelon Corp                                                                                    | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1323866.81   | 0.09%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405845 | PA      | $383855.63    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1265417.87   | 0.09%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1414890.13   | 0.10%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA Global Funding Trust                                                                        | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    473000 | PA      | $469498.82    | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 31427NED7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682462 | PA      | $645274.15    | 0.04%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                | Sonic Capital LLC                                                                              | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    362582 | PA      | $357589.07    | 0.02%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                                                    | Scalelogix Abs Us Issuer LLC                                                                   | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240548.26    | 0.02%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2025-SFR2 Trust                                                           | CUSIP: 74334GAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    297363 | PA      | $282382.17    | 0.02%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                                        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $351083.02    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                                                 | BlueLinx Holdings Inc                                                                          | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286439.35    | 0.02%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                             | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    568000 | PA      | $685873.45    | 0.05%             | 2033-05-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389972 | PA      | $346857.48    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                           | Mexico City Airport Trust                                                                      | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1005000 | PA      | $873370.17    | 0.06%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1020564.14   | 0.07%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107998 | PA      | $104590.63    | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64689 | PA      | $59927.31     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2024-E                                                        | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438003 | PA      | $444106.46    | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1457578.50   | 0.10%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                       | ROCK Trust 2024-CNTR                                                                           | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $336161.45    | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882097 | PA      | $756992.93    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5389000 | PA      | $5389840.58   | 0.37%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                            | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    283000 | PA      | $296772.43    | 0.02%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                      | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    338000 | PA      | $370844.81    | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    179000 | PA      | $187342.61    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    509000 | PA      | $525805.15    | 0.04%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                                       | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    487000 | PA      | $508164.82    | 0.04%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                               | First Horizon Corp                                                                             | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    246000 | PA      | $253469.10    | 0.02%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | Viking Cruises Ltd                                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    348000 | PA      | $348679.22    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $100892.19    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398536 | PA      | $366567.46    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208758.12    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207566 | PA      | $179393.09    | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       322 | NC      | $37174.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                         | First Quantum Minerals Ltd                                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206923.60    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | Avis Budget Rental Car Funding AESOP LLC                                                       | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1466000 | PA      | $1514224.80   | 0.10%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                  | Aligned Data Centers Issuer LLC                                                                | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148000 | PA      | $144493.05    | 0.01%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $595418.86    | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $501618.69    | 0.03%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414621 | PA      | $408569.70    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260159 | PA      | $248012.57    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390497 | PA      | $331473.26    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                           | CVS Pass-Through Trust                                                                         | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172847 | PA      | $1250190.28   | 0.09%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DS6C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768530 | PA      | $782349.67    | 0.05%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 3622A2BE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15713 | PA      | $14497.78     | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66875 | PA      | $64374.97     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799309 | PA      | $782011.36    | 0.05%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1832281.29   | 0.13%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56133 | PA      | $53533.57     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                               | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209201.49    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | American Airlines Inc                                                                          | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256322.50    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                                     | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $284199.37    | 0.02%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                          | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    695000 | PA      | $751295.00    | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                                  | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    570000 | PA      | $379641.62    | 0.03%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | Builders FirstSource Inc                                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    311000 | PA      | $320751.72    | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust 2021-1R                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160711 | PA      | $145680.07    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102034 | PA      | $98814.44     | 0.01%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138ETT71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32671 | PA      | $30637.59     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | Leviathan Bond Ltd                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    539000 | PA      | $541756.99    | 0.04%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88282 | PA      | $87327.40     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2023-B39 Mortgage Trust                                                              | CUSIP: 081925AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3123064.20   | 0.22%             | 2056-07-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $959172.86    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140BGAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962300 | PA      | $972580.13    | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | Aker BP ASA                                                                                    | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $182972.14    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                                         | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    234000 | PA      | $247071.24    | 0.02%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    885000 | PA      | $673607.18    | 0.05%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                   | Dcli Bidco LLC                                                                                 | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119683.03    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1A PTT                                                           | American Airlines 2019-1 Class A Pass Through Trust                                            | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380250 | PA      | $348472.31    | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $579246.10    | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1385331.31   | 0.10%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                              | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $372189.76    | 0.03%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS Holding Ltd                                                                                | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    377000 | PA      | $397444.83    | 0.03%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2122237 | PA      | $1827999.03   | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                         | Champion Iron Canada Inc                                                                       | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $193558.66    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                        | Retained Vantage Data Centers Issuer LLC                                                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    433000 | PA      | $433829.24    | 0.03%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    389000 | PA      | $407180.09    | 0.03%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                                                   | Octagon 55 Ltd                                                                                 | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3654332.55   | 0.25%             | 2038-03-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                                        | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1575735.71   | 0.11%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                           | Switch ABS Issuer LLC                                                                          | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386000 | PA      | $383024.91    | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276548 | PA      | $240068.54    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2942000 | PA      | $2952572.81   | 0.20%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EKKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306470 | PA      | $289309.18    | 0.02%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V17 Mortgage Trust                                                              | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2645452.28   | 0.18%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust Series 2024-HE3                                                       | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1109825 | PA      | $1110652.42   | 0.08%             | 2055-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2024-CES1                                                      | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |   1036952 | PA      | $1052870.70   | 0.07%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                                       | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25486.83     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140FE4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60239 | PA      | $56340.40     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                                            | Polen Capital CLO 2025-1 Ltd                                                                   | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004162.00   | 0.07%             | 2038-03-06      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                                           | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317810 | PA      | $298281.64    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132E0FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    775105 | PA      | $733110.88    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                             | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1558047 | PA      | $1538299.09   | 0.11%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J5DT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100188 | PA      | $93907.75     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1926653.96   | 0.13%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                             | Niagara Mohawk Power Corp                                                                      | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1891736.86   | 0.13%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust 2025-DC                                                        | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $198161.40    | 0.01%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2022-A                                                            | CUSIP: 345286AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298621.89    | 0.02%             | 2029-07-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1089243 | PA      | $1066766.30   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                               | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    529000 | PA      | $541353.92    | 0.04%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155791 | PA      | $145376.09    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    684000 | PA      | $647658.42    | 0.04%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                                 | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1040051.65   | 0.07%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130102.85    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $244688.73    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                                        | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405567 | PA      | $350577.75    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1050000 | PA      | $1007144.99   | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | Ashtead Capital Inc                                                                            | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    565000 | PA      | $583129.18    | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188715.20    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QQKW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344345 | PA      | $1270881.55   | 0.09%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CWN9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    217239 | PA      | $206510.68    | 0.01%             | 2034-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137512.20    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361901 | PA      | $1254346.59   | 0.09%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J82K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353638 | PA      | $367189.71    | 0.03%             | 2038-04-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2147462 | PA      | $1942020.19   | 0.13%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2020-NQM1                                                  | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33337 | PA      | $31665.58     | 0.00%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                                      | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262871.22    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                     | Magnera Corp                                                                                   | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    555000 | PA      | $522665.70    | 0.04%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138EKVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355561 | PA      | $335690.48    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                                                           | American Airlines 2021-1 Class B Pass Through Trust                                            | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295650 | PA      | $282850.84    | 0.02%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3142GTKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1819876 | PA      | $1822121.42   | 0.13%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189086 | PA      | $170928.68    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                             | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263164.65    | 0.02%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138A53N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284124 | PA      | $276901.70    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C31                                                                 | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $178534.84    | 0.01%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109382 | PA      | $101757.62    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury STRIPS Coupon                                                                    | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $51143.35     | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194500.94    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $398324.95    | 0.03%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPD39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630363 | PA      | $630457.63    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2025-CES1                                                                  | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    778874 | PA      | $788593.16    | 0.05%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1363751 | PA      | $1222248.05   | 0.08%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179NH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32919 | PA      | $30223.52     | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453965 | PA      | $466971.15    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                                          | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $335132.90    | 0.02%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                         | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116955.74    | 0.01%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                                         | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    970000 | PA      | $864693.79    | 0.06%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214227 | PA      | $1214923.98   | 0.08%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1131403 | PA      | $1006174.23   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    655000 | PA      | $553975.30    | 0.04%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                     | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    578000 | PA      | $369207.44    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    631000 | PA      | $633477.32    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2020-4                                                               | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247599 | PA      | $226033.19    | 0.02%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                                | Teva Pharmaceutical Finance Netherlands IV BV                                                  | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    318000 | PA      | $327817.93    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                               | Diamond Infrastructure Funding LLC                                                             | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152000 | PA      | $146248.11    | 0.01%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                           | CVS Pass-Through Trust                                                                         | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    813524 | PA      | $833795.24    | 0.06%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58996.17     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140HMN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165565 | PA      | $163566.04    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2024-CES3                                                            | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815187 | PA      | $826103.89    | 0.06%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                                          | Efesto Bidco SpA Efesto US LLC                                                                 | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    261000 | PA      | $265808.93    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138ERWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94630 | PA      | $88677.21     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                                | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254000 | PA      | $259082.29    | 0.02%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                         | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    328000 | PA      | $342103.06    | 0.02%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES/ARU FIN                                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                         | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122549.04    | 0.01%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324871 | PA      | $299009.05    | 0.02%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                          | Howard Midstream Energy Partners LLC                                                           | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $171393.66    | 0.01%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96143 | PA      | $96764.73     | 0.01%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                         | First Quantum Minerals Ltd                                                                     | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211421.38    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | Travel + Leisure Co                                                                            | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    336000 | PA      | $335282.70    | 0.02%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CWE9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    281581 | PA      | $271841.02    | 0.02%             | 2034-04-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211799 | PA      | $203220.72    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                             | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1119387.84   | 0.08%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2914039.07   | 0.20%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131847 | PA      | $122463.24    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                                   | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1447506.31   | 0.10%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                               | Tricon Residential 2025-SFR1 Trust                                                             | CUSIP: 895974AA1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1392801 | PA      | $1395942.71   | 0.10%             | 2042-03-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    640000 | PA      | $711325.12    | 0.05%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Student Loan Trust 2020-2                                                              | CUSIP: 63942HAA9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |     58576 | PA      | $51322.67     | 0.00%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4059795 | PA      | $3494529.62   | 0.24%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                             | Kioxia Holdings Corp                                                                           | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $591764.13    | 0.04%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -22 | NC      | $5807.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G Foods Inc                                                                                  | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242540.45    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DV4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2240 | PA      | $2071.29      | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                           | Aviation Capital Group LLC                                                                     | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $2075028.88   | 0.14%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132CWKU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3365519 | PA      | $3200581.88   | 0.22%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                           | VICI Properties LP / VICI Note Co Inc                                                          | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    205000 | PA      | $200276.24    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2021-3 Mortgage Loan Trust                                                                | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201276 | PA      | $169447.50    | 0.01%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | Block Inc                                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164979.92    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    788000 | PA      | $726745.13    | 0.05%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                                     | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    910000 | PA      | $909114.32    | 0.06%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748636 | PA      | $641825.44    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | NYMT Loan Trust 2022-CP1                                                                       | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143709 | PA      | $135862.79    | 0.01%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074620 | PA      | $1016066.23   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                         | Standard Building Solutions Inc                                                                | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    271000 | PA      | $274876.70    | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132GUSM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417908 | PA      | $407167.84    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2019-HY3                                                             | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56746 | PA      | $56834.26     | 0.00%             | 2059-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                           | American Tower Trust #1                                                                        | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   2305000 | PA      | $2348212.76   | 0.16%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KPUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2335400 | PA      | $2340616.08   | 0.16%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2750063 | PA      | $2335566.75   | 0.16%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                            | Neighborly Issuer 2022-1                                                                       | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197825 | PA      | $185550.18    | 0.01%             | 2052-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2025-5YR16                                                                               | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2408000 | PA      | $2489380.53   | 0.17%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    304000 | PA      | $314374.82    | 0.02%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                   | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    297000 | PA      | $305910.30    | 0.02%             | 2034-08-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                      | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $365885.64    | 0.03%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620524 | PA      | $570976.08    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                          | Regatta 31 Funding Ltd                                                                         | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3802470.00   | 0.26%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2019-4                                                               | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157841 | PA      | $151880.16    | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101394.53    | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GSA2                                                         | CUSIP: 36264KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015239 | PA      | $967186.59    | 0.07%             | 2053-12-12      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                 | CoStar Group Inc                                                                               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    483000 | PA      | $442356.01    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    790000 | PA      | $858496.60    | 0.06%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XFA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883215 | PA      | $759467.50    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XNED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650115 | PA      | $599408.31    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                              | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    570000 | PA      | $555556.88    | 0.04%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                             | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $790976.85    | 0.05%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2023-3                                      | CUSIP: 36267KAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510973.90    | 0.04%             | 2029-01-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340762 | PA      | $1208765.86   | 0.08%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $96651.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1441704.81   | 0.10%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3280132 | PA      | $3297042.99   | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    786765 | PA      | $756162.46    | 0.05%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V12 Mortgage Trust                                                              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402000 | PA      | $421458.17    | 0.03%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQY83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    915237 | PA      | $915652.80    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    311000 | PA      | $278084.49    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138195.24    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256154 | PA      | $257811.07    | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    314000 | PA      | $324578.54    | 0.02%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    415000 | PA      | $274230.32    | 0.02%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3470512 | PA      | $3432246.56   | 0.24%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3132AEKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303642 | PA      | $273479.35    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2021-NQM2 Trust                                                                            | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154024 | PA      | $128146.00    | 0.01%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                         | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    511000 | PA      | $533386.91    | 0.04%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury STRIPS Coupon                                                                    | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2395000 | PA      | $948301.52    | 0.07%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                   | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212152.80    | 0.01%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140HED58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345602 | PA      | $338576.41    | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68967.69     | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141485 | PA      | $1097754.08   | 0.08%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    209000 | PA      | $205118.12    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                                   | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    712000 | PA      | $743661.05    | 0.05%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                           | Global Atlantic Fin Co                                                                         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    142000 | PA      | $150484.36    | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                           | Match Group Holdings II LLC                                                                    | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    322000 | PA      | $304414.81    | 0.02%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                           | VICI Properties LP / VICI Note Co Inc                                                          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   1203000 | PA      | $1218405.41   | 0.08%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3593000 | PA      | $3616158.00   | 0.25%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132XUSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149791 | PA      | $143992.07    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                                     | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $277697.08    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1161544.83   | 0.08%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702577 | PA      | $667594.06    | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2018-RPL9 Trust                                                                           | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    168203 | PA      | $162710.09    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | Credit Agricole SA                                                                             | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    712000 | PA      | $671951.60    | 0.05%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                                           | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1134755.43   | 0.08%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                                 | Under Armour Inc                                                                               | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87109.97     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                  | Lyra Music Assets Delaware LP                                                                  | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    208000 | PA      | $210590.35    | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC40                                                         | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2015000 | PA      | $1919718.71   | 0.13%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                                          | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2784000 | PA      | $2796722.05   | 0.19%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro                                            | Carlyle Global Market Strategies Euro CLO 2014-2 Ltd                                           | CUSIP: 000000000<br>LEI: 6354006SCMVW8LXU4P40 | Long             | ABS-CBDO         | CORP              | IE        |    554351 | PA      | $651055.98    | 0.05%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2018-4                                                               | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208079 | PA      | $198093.36    | 0.01%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                                    | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    175000 | PA      | $173142.67    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1497328.71   | 0.10%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQ3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458315 | PA      | $436689.63    | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WNMM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43003 | PA      | $41321.36     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TopBuild Corp                                                                                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295132.67    | 0.02%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107808 | PA      | $97233.35     | 0.01%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    960000 | PA      | $965146.19    | 0.07%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197666 | PA      | $179952.75    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36177RFJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347914 | PA      | $334996.50    | 0.02%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                         | Consensus Cloud Solutions Inc                                                                  | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $199047.62    | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146585.54    | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                                       | DaVita Inc                                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    214000 | PA      | $205268.56    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159552.10    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                             | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2147136.46   | 0.15%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                 | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $241165.93    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | Travel + Leisure Co                                                                            | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136006.44    | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                              | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1777288.63   | 0.12%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 B PTT                                                           | British Airways 2020-1 Class B Pass Through Trust                                              | CUSIP: 11042WAA4<br>LEI: 635400FQKDVFBRDDER80 | Long             | DBT              | CORP              | US        |     57429 | PA      | $60577.99     | 0.00%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2050439.93   | 0.14%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                                 | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $243894.98    | 0.02%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2285265.63   | 0.16%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                                      | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257304.15    | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XHND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935164 | PA      | $896948.88    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XKVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825577 | PA      | $1822403.66   | 0.13%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    453000 | PA      | $447777.40    | 0.03%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJY95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37635 | PA      | $37342.10     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1809320.65   | 0.13%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188550.73    | 0.01%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    487000 | PA      | $502433.68    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                            | New Economy Assets - Phase 1 Sponsor LLC                                                       | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474000 | PA      | $321915.58    | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31417B6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8078 | PA      | $7664.41      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $105790.80    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                                  | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    333000 | PA      | $354177.77    | 0.02%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                              | Compass Datacenters Issuer III LLC                                                             | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $204824.29    | 0.01%             | 2050-02-25      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8370000 | PA      | $8397954.46   | 0.58%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                           | Natixis Commercial Mortgage Securities Trust 2018-ALXA                                         | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $181602.35    | 0.01%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                                    | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    229000 | PA      | $232666.06    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2022-SFR2 Trust                                                           | CUSIP: 74332VAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1543163 | PA      | $1509656.06   | 0.10%             | 2027-04-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    279000 | PA      | $285855.42    | 0.02%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                              | DataBank Issuer                                                                                | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278000 | PA      | $274667.56    | 0.02%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    818000 | PA      | $564142.66    | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31419AQX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99617 | PA      | $105029.44    | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B15 Mortgage Trust                                                              | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1255713.03   | 0.09%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | Ashtead Capital Inc                                                                            | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1819279.84   | 0.13%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    323000 | PA      | $333779.52    | 0.02%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT Midstream Inc                                                                               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    881000 | PA      | $851792.63    | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    998058 | PA      | $811651.80    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                         | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $207171.20    | 0.01%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       193 | NC      | $90230.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AERCAP IRELAND CAP/GLOBA                                                                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    211000 | PA      | $217880.50    | 0.02%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X8SZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23937 | PA      | $22997.11     | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Long: B978T5JT4 CDS USD R V 03MEVENT 1 CCPCDX / Short: B978T5JT4 CDS USD P F  1.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7676000 | OU      | $-173414.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                              | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    522000 | PA      | $520928.65    | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179Y2P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1705788 | PA      | $1756555.92   | 0.12%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    269000 | PA      | $281050.51    | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 31427PAL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1378122 | PA      | $1404622.39   | 0.10%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440181 | PA      | $338773.29    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                      | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    394000 | PA      | $405504.41    | 0.03%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | Sensata Technologies Inc                                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170899.98    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                         | Capital Power US Holdings Inc                                                                  | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $284582.69    | 0.02%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2021-C59                                                 | CUSIP: 95003CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1728676.24   | 0.12%             | 2054-04-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281445 | PA      | $239218.03    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472676 | PA      | $427978.07    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108296 | PA      | $92148.33     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                          | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $65594.13     | 0.00%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                                            | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     38000 | PA      | $43655.49     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138LUR72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53368 | PA      | $51933.71     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WFGB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28853 | PA      | $27140.44     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust 2025-B                                                                     | CUSIP: 12675EAD0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   2152000 | PA      | $2171785.06   | 0.15%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                                        | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    205000 | PA      | $217707.56    | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                   | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    337000 | PA      | $346329.85    | 0.02%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    511000 | PA      | $544684.55    | 0.04%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132HPFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368354 | PA      | $351956.72    | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1056055.22   | 0.07%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                            | Freedom Mortgage Holdings LLC                                                                  | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163935.68    | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                         | Hess Midstream Operations LP                                                                   | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $65013.80     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164771.17    | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $524826.01    | 0.04%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758711.39    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                                 | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    980000 | PA      | $911090.30    | 0.06%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3910.48      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219120 | PA      | $198398.80    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                                                         | STORE Master Funding LLC                                                                       | CUSIP: 86212FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2277000 | PA      | $2282642.20   | 0.16%             | 2055-10-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XLJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086216 | PA      | $1032986.02   | 0.07%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1055664.79   | 0.07%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    411000 | PA      | $432307.57    | 0.03%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                           | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    999000 | PA      | $1031686.31   | 0.07%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WF2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104629 | PA      | $98420.18     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464779 | PA      | $429600.36    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2024-CES3                                                                  | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679689 | PA      | $691323.88    | 0.05%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                                            | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $371458.08    | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-2                                                  | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2738574.36   | 0.19%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91841.54     | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                  | CLI Funding IX LLC                                                                             | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    296273 | PA      | $301131.44    | 0.02%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138YVER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91200 | PA      | $85167.90     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                   | Weir Group Inc                                                                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205806.45    | 0.01%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | Lithia Motors Inc                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105151.78    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242567.89    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137914 | PA      | $129457.59    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | Long: B8ABWYG59 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8ABWYG59 IRS USD P F  4.69900 2 CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    830000 | OU      | $-8442.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                         | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    525000 | PA      | $540536.90    | 0.04%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31417GM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85903 | PA      | $83594.33     | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1055000 | PA      | $937915.34    | 0.06%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2993931 | PA      | $2546087.81   | 0.18%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149980.45    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                      | AltaGas Ltd                                                                                    | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $148158.44    | 0.01%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                             | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150378.89    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17310000 | PA      | $12964581.38  | 0.90%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2022-SFR3 Trust                                                                           | CUSIP: 66981YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2742000 | PA      | $2720818.05   | 0.19%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust 2017-C5                                             | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960482 | PA      | $947468.95    | 0.07%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2339403 | PA      | $1903939.28   | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244218 | PA      | $218431.89    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-H6                                                         | CUSIP: 61769JAZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3110000 | PA      | $3007628.13   | 0.21%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    205000 | PA      | $160351.41    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                             | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203137.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1568604 | PA      | $1489241.27   | 0.10%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                                  | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    536000 | PA      | $472899.64    | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    828000 | PA      | $759140.18    | 0.05%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                            | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    281000 | PA      | $296720.16    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                                 | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $719299.09    | 0.05%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1639585.35   | 0.11%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | Sabre GLBL Inc                                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    262000 | PA      | $254061.40    | 0.02%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2023-I Ltd                                                                        | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3654336.20   | 0.25%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                         | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    461000 | PA      | $420992.49    | 0.03%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213143.15    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183080.12    | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -8000000 | PA      | $-6449864.88  | -0.45%            | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-3                                                  | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022205.80   | 0.07%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                                     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $186453.84    | 0.01%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Onslow Bay Financial LLC                                                         | OBX 2020-EXP2 Trust                                                                            | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99921 | PA      | $83838.52     | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44906 | PA      | $44354.40     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    673000 | PA      | $677442.85    | 0.05%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $141219.78    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45159 | PA      | $44838.45     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    233000 | PA      | $236184.35    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    272000 | PA      | $278630.67    | 0.02%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518780 | PA      | $517172.69    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XFYP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330876 | PA      | $293597.54    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    701000 | PA      | $720616.24    | 0.05%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Kinbane DAC                                                                      | Kinbane 2024-Rpl 2 DAC                                                                         | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-MBS          | CORP              | IE        |    519200 | PA      | $611158.68    | 0.04%             | 2063-01-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                                        | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    315000 | PA      | $243908.32    | 0.02%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2014-GC21                                                  | CUSIP: 17322MBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2441565 | PA      | $24.42        | 0.00%             | 2047-05-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108296 | PA      | $96094.31     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                                         | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222630.39    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418XE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129532 | PA      | $130115.32    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | AmeriCredit Automobile Receivables Trust 2023-2                                                | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $824007.20    | 0.06%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    476000 | PA      | $503383.56    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31415LQY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69529 | PA      | $71857.11     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                                        | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $391149.28    | 0.03%             | 2042-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2022-1                                                                 | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $395702.64    | 0.03%             | 2027-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                                 | CVC Cordatus Loan Fund VII DAC                                                                 | CUSIP: 000000000<br>LEI: 635400CLBI5JM6YQBR92 | Long             | ABS-CBDO         | CORP              | IE        |   1331111 | PA      | $1560839.29   | 0.11%             | 2031-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72697 | PA      | $67565.05     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                         | Midcontinent Communications                                                                    | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124817.91    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSPT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504781 | PA      | $479697.72    | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2021-SJ2                                                             | CUSIP: 89180LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $467764.30    | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    182000 | PA      | $190641.14    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133B9MY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671986 | PA      | $642404.78    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                               | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    421000 | PA      | $420086.80    | 0.03%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $469963.25    | 0.03%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                                           | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127934.32    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    685000 | PA      | $698495.66    | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    347000 | PA      | $351919.24    | 0.02%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1445745.85   | 0.10%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                                                            | Pagaya US Holdings Co LLC                                                                      | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $301565.30    | 0.02%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X6A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983114 | PA      | $866223.98    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361920 | PA      | $344844.13    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                                       | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $196807.93    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QMP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374296 | PA      | $1301713.63   | 0.09%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XR2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581965 | PA      | $592440.51    | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XMSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552484 | PA      | $1468853.59   | 0.10%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39489 | PA      | $39067.56     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                         | Delta Air Lines Inc / SkyMiles IP Ltd                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1140000 | PA      | $1146884.77   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2155000 | PA      | $2052006.15   | 0.14%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135081 | PA      | $127728.30    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                   | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    259000 | PA      | $282885.26    | 0.02%             | 2034-09-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158384 | PA      | $136813.24    | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                                       | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    875000 | PA      | $870419.10    | 0.06%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    241000 | PA      | $248448.28    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2021-4                                                                | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186186 | PA      | $157550.70    | 0.01%             | 2065-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3397703 | PA      | $3022600.11   | 0.21%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                               | Macquarie Bank Ltd                                                                             | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    236000 | PA      | $225011.83    | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                       | Driven Brands Funding LLC                                                                      | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226000 | PA      | $224820.17    | 0.02%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QRWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277495 | PA      | $1279804.25   | 0.09%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1757000 | PA      | $1751372.12   | 0.12%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                            | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14236.66     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                          | Global Partners LP / GLP Finance Corp                                                          | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68725.79     | 0.00%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133ANZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1241197 | PA      | $1020930.80   | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DTLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601743 | PA      | $553111.35    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                                  | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $124414.26    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                        | News Corp                                                                                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256007.34    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                         | Windstream Services LLC / Windstream Escrow Finance Corp                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $192817.16    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842515 | PA      | $840339.52    | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38734 | PA      | $35307.41     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                                    | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126300.52    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                                       | CENT 2025-CITY                                                                                 | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $203489.83    | 0.01%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                      | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $362843.36    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X3A81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593531 | PA      | $536420.14    | 0.04%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2021-NQM2                                                                                 | CUSIP: 12662EAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    201668 | PA      | $181345.07    | 0.01%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-6                                                  | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406677.12    | 0.03%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140W0AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525092 | PA      | $2155239.42   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK20                                                                                | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971351 | PA      | $916406.54    | 0.06%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1430367 | PA      | $1361836.49   | 0.09%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                               | Tricon Residential 2023-SFR1 Trust                                                             | CUSIP: 89616WAA6<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   4007346 | PA      | $4043973.98   | 0.28%             | 2040-07-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2294808.61   | 0.16%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                              | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    443000 | PA      | $457496.67    | 0.03%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2021-C20 Commercial Mortgage Trust                                                       | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762151 | PA      | $1623737.09   | 0.11%             | 2054-03-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury STRIPS Coupon                                                                    | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2690000 | PA      | $1228065.65   | 0.08%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2774814 | PA      | $2589208.87   | 0.18%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140W1EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694419 | PA      | $642291.38    | 0.04%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141151 | PA      | $133394.05    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    217000 | PA      | $220542.74    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JVS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7262 | PA      | $6456.44      | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                                    | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1669943.47   | 0.12%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                              | Hotwire Funding LLC                                                                            | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    167000 | PA      | $169981.87    | 0.01%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    391000 | PA      | $381859.08    | 0.03%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK36                                                                                | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2224000 | PA      | $1985754.22   | 0.14%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                                  | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    456000 | PA      | $411795.78    | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2021-2 Mortgage Loan Trust                                                                | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255640 | PA      | $217196.86    | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                                         | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166593.09    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG Acquisition Corp                                                                           | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    272000 | PA      | $258191.62    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $226310.70    | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10882000 | PA      | $10919406.88  | 0.76%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA Global Funding Trust                                                                        | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    237000 | PA      | $241465.59    | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                                       | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    247000 | PA      | $259402.44    | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806112 | PA      | $716958.42    | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC                                                          | ALTERA INFRA/TEEKAY OFC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       924 | NS      | $24486.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                                       | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1360000 | PA      | $1426211.90   | 0.10%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                                             | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62262.13     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust 2020-2                                                                 | CUSIP: 33851KAC0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    215610 | PA      | $187019.31    | 0.01%             | 2050-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1209108 | PA      | $1179883.33   | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882517 | PA      | $824131.72    | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132E0WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900504 | PA      | $830219.86    | 0.06%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                                    | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277659 | PA      | $262804.68    | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                               | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    548000 | PA      | $582997.47    | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                                             | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $327927.41    | 0.02%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                                     | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $173149.25    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                          | Imperial Brands Finance PLC                                                                    | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2075686.02   | 0.14%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                                           | CUSIP: 46591EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277360 | PA      | $272434.85    | 0.02%             | 2052-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS Holding Ltd                                                                                | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    216000 | PA      | $223657.55    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BRITISH AIR 20-1 A PTT                                                           | British Airways 2020-1 Class A Pass Through Trust                                              | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132824 | PA      | $129779.07    | 0.01%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                                                          | American Airlines 2016-1 Class A Pass Through Trust                                            | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357389 | PA      | $348785.34    | 0.02%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335BBB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618144 | PA      | $584363.02    | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $353877.36    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | Matador Resources Co                                                                           | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164173.44    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3732855 | PA      | $3042669.89   | 0.21%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10753000 | PA      | $5409893.12   | 0.37%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    876493 | PA      | $894574.76    | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                         | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $141432.01    | 0.01%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3888965 | PA      | $3217774.17   | 0.22%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group Inc                                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243688.63    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                                          | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68136.65     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $118443.49    | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C14                                                                  | CUSIP: 07336AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1800890.40   | 0.12%             | 2055-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-IG3 Mortgage Trust                                                              | CUSIP: 08162QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620706 | PA      | $610224.45    | 0.04%             | 2048-09-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1853734 | PA      | $1634242.93   | 0.11%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138AFC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54267 | PA      | $55605.77     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140JAQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82642 | PA      | $79544.10     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89076 | PA      | $85183.97     | 0.01%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL Corp Ltd                                                                                   | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    176000 | PA      | $177020.94    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    554000 | PA      | $552965.65    | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    463000 | PA      | $473389.03    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29982 | PA      | $24379.55     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31416BTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115222 | PA      | $117693.01    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179UQ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218768 | PA      | $198494.13    | 0.01%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                            | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $223518.29    | 0.02%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                               | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    109000 | PA      | $101583.91    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    164000 | PA      | $172629.15    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                                                          | Tennessee Valley Authority Generic Strip                                                       | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     75000 | PA      | $51373.39     | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                                           | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    240000 | PA      | $247222.34    | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    870000 | PA      | $651076.68    | 0.05%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                                    | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $98696.71     | 0.01%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                                  | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1395786.21   | 0.10%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-37528.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    336000 | PA      | $337386.69    | 0.02%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2025-CES1                                                            | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-MBS          | CORP              | US        |    721532 | PA      | $728917.39    | 0.05%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                  | Domino's Pizza Master Issuer LLC                                                               | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389972 | PA      | $369271.36    | 0.03%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151682 | PA      | $144081.13    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    610000 | PA      | $372465.40    | 0.03%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C21                                                                  | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233599 | PA      | $1296639.10   | 0.09%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31417DRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414315 | PA      | $392316.58    | 0.03%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                                            | Endo Finance Holdings Inc                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $203008.49    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 312945W79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102154 | PA      | $99146.64     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                                  | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $227086.96    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $850994.42    | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                                | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    255000 | PA      | $187767.77    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CENTURY COMMUNITIES                                                              | Century Communities Inc                                                                        | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68646.29     | 0.00%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 A PTT                                                          | American Airlines 2017-1 Class A Pass Through Trust                                            | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242412 | PA      | $233874.49    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454962 | PA      | $1330592.95   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2188042.76   | 0.15%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291707.30    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                            | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3277000 | PA      | $3323970.42   | 0.23%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                                  | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    264000 | PA      | $270898.06    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138MPYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136649 | PA      | $125810.90    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                                      | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    280000 | PA      | $271646.93    | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $233099.25    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                                    | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $392936.24    | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133APXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    734057 | PA      | $623465.02    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | Leviathan Bond Ltd                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     79000 | PA      | $79395.00     | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                               | Renaissance Home Equity Loan Trust 2005-2                                                      | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       686 | PA      | $685.58       | 0.00%             | 2035-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164125 | PA      | $149037.03    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DVEF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1067931 | PA      | $1081965.71   | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                                   | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92806.46     | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1704000 | PA      | $1745481.24   | 0.12%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139634 | PA      | $126694.48    | 0.01%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J6FN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575928 | PA      | $556912.88    | 0.04%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP                                                                                      | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152785.08    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                         | AES Panama Generation Holdings SRL                                                             | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    247440 | PA      | $234015.56    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                                            | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1364864.11   | 0.09%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1232104 | PA      | $1243794.99   | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | Ashtead Capital Inc                                                                            | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207121.48    | 0.01%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1566422 | PA      | $1275496.37   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1807332.88   | 0.13%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                                    | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96225.77     | 0.01%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                    | Clue Opco LLC                                                                                  | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $214075.80    | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116920 | PA      | $109826.24    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                            | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    280000 | PA      | $293223.03    | 0.02%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                                          | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70247.46     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                                         | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    412000 | PA      | $448350.88    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                            | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629922.45    | 0.04%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6893000 | PA      | $6365254.69   | 0.44%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    336000 | PA      | $333746.98    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                                            | Caesars Entertainment Inc                                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    426000 | PA      | $419859.12    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867439 | PA      | $737290.72    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    617000 | PA      | $565206.85    | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                             | Wingstop Funding LLC                                                                           | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277000 | PA      | $287242.08    | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QP2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279689 | PA      | $1247305.90   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 3618N5EY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499951 | PA      | $514186.39    | 0.04%             | 2055-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133A6G54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178441 | PA      | $158712.88    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    965000 | PA      | $962822.68    | 0.07%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2472939 | PA      | $2455089.45   | 0.17%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2311157 | PA      | $2217743.64   | 0.15%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                       | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $97789.72     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XQA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944021 | PA      | $959596.98    | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                 | Provident Funding Mortgage Trust 2020-F1                                                       | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339059 | PA      | $303566.47    | 0.02%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QHFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791941 | PA      | $643945.51    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJPZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546526 | PA      | $534699.11    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J84L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7648 | PA      | $7125.89      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                                    | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77628.26     | 0.01%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | Block Inc                                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125724.59    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                                           | Gulfstream Natural Gas System LLC                                                              | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $163001.33    | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QMRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446056 | PA      | $381994.45    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413804 | PA      | $413546.40    | 0.03%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53711 | PA      | $52328.57     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                                          | United Airlines 2014-1 Class A Pass Through Trust                                              | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1616781 | PA      | $1613791.85   | 0.11%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | Var Energi ASA                                                                                 | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    877000 | PA      | $1019020.98   | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1685304.20  | -0.12%            | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194981 | PA      | $184806.47    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KPGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1727003 | PA      | $1636376.04   | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $693838.70    | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546941 | PA      | $519620.32    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                             | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $2010491.14   | 0.14%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250146 | PA      | $227210.53    | 0.02%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                                             | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $635675.79    | 0.04%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                         | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $236649.65    | 0.02%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $34825.00     | 0.00%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL Corp Ltd                                                                                   | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    242000 | PA      | $249031.69    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | Var Energi ASA                                                                                 | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1160000 | PA      | $1232159.37   | 0.09%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                           | Match Group Holdings II LLC                                                                    | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88896.16     | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616749.09    | 0.04%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    623000 | PA      | $660306.29    | 0.05%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                              | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    463000 | PA      | $456573.38    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                              | Century Communities Inc                                                                        | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192097.07    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    273000 | PA      | $253294.53    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CVY6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    591088 | PA      | $571222.51    | 0.04%             | 2033-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust 2021-2                                                      | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118396 | PA      | $99799.42     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422957 | PA      | $366891.97    | 0.03%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297891 | PA      | $272810.37    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                                       | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $208821.81    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                           | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125013.22    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J72Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215355 | PA      | $218499.75    | 0.02%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69278 | PA      | $66119.51     | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    218000 | PA      | $201728.37    | 0.01%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XAGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685190 | PA      | $1386383.61   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP REVENUE                                                             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1091552.37   | 0.08%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1191608.57   | 0.08%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                           | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    307000 | PA      | $315513.42    | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance PLC                                                             | Ferguson Finance PLC                                                                           | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1136295.13   | 0.08%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                             | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $103130.75    | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                              | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    429000 | PA      | $427208.35    | 0.03%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911187 | PA      | $874847.20    | 0.06%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | Long Ridge Energy LLC                                                                          | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    248000 | PA      | $255094.81    | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    159000 | PA      | $166363.77    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $1995592.59   | 0.14%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140W1ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066413 | PA      | $985408.06    | 0.07%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179XS72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2668218 | PA      | $2322165.03   | 0.16%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                | Sonic Capital LLC                                                                              | CUSIP: 83546DAN8<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    362880 | PA      | $335930.76    | 0.02%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | Americredit Automobile Receivables Trust 2023-1                                                | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $713486.62    | 0.05%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                           | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    486000 | PA      | $519383.34    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8594000 | PA      | $8450319.06   | 0.58%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140X4TZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456442 | PA      | $413931.02    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | 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        |    174000 | PA      | $181513.17    | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                                   | Wheels Fleet Lease Funding 1 LLC                                                               | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1339312 | PA      | $1353061.40   | 0.09%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust 2022-1                                                     | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306885 | PA      | $277685.62    | 0.02%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405204 | PA      | $1384694.76   | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4770942 | PA      | $3878369.35   | 0.27%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT Finance Corp                                                                               | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $261236.27    | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1500000 | PA      | $-1512591.33  | -0.10%            | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                                                  | Maya SAS/Paris France                                                                          | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $306316.20    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                          | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $274548.40    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X7Y45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582661 | PA      | $502008.45    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $421326.05    | 0.03%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | Qnity Electronics Inc                                                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30266.30     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO II                                                              | KKR Group Finance Co II LLC                                                                    | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1278438.26   | 0.09%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M9D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166238 | PA      | $170739.91    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132CWNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1892183 | PA      | $1834699.23   | 0.13%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QBNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565931 | PA      | $571484.18    | 0.04%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M8HG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144892 | PA      | $141528.29    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C29                                                                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $166425.74    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1898142.66   | 0.13%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                                  | Lamb Weston Holdings Inc                                                                       | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245946.08    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    435000 | PA      | $458734.70    | 0.03%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    715000 | PA      | $624203.70    | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118741.23    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387112 | PA      | $331090.75    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2025-8                                                                  | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1422000 | PA      | $1432720.17   | 0.10%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59979 | PA      | $57527.96     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QN3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1816673 | PA      | $1726125.52   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                              | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $596631.82    | 0.04%             | 2034-11-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | Novelis Corp                                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    367000 | PA      | $354335.97    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36196XMC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305233 | PA      | $282378.78    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1265331.23   | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    651000 | PA      | $666152.22    | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DNPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1437005 | PA      | $1365450.51   | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $471993.08    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                     | HI-FI Music IP Issuer LP                                                                       | CUSIP: 428357AA5<br>LEI: 635400VMUHJZERQEGT10 | Long             | ABS-O            | CORP              | CA        |    402000 | PA      | $396256.91    | 0.03%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57528 | PA      | $53008.15     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    317000 | PA      | $338990.93    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3365000 | PA      | $3342259.97   | 0.23%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2025-SFR1 Trust                                                                           | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181000 | PA      | $174176.06    | 0.01%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                                | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    356000 | PA      | $379612.41    | 0.03%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $902211.04    | 0.06%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138AJK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274154 | PA      | $274457.92    | 0.02%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195737 | PA      | $180194.97    | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DQ6B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159337 | PA      | $1162315.41   | 0.08%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | Frontier Issuer LLC                                                                            | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242000 | PA      | $271921.68    | 0.02%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | Gap Inc/The                                                                                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154590.40    | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                  | CLI Funding VIII LLC                                                                           | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    275065 | PA      | $254799.66    | 0.02%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $2946029.40   | 0.20%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    331000 | PA      | $350956.10    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $690958.09    | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C6                                                 | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $294517.19    | 0.02%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                                     | Triton Container Finance VIII LLC                                                              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206245 | PA      | $190738.46    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $991891.53    | 0.07%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QEPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947024 | PA      | $840675.56    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                           | Full House Resorts Inc                                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    306000 | PA      | $284276.69    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                                       | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $286069.72    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208758.19    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                                       | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190848.50    | 0.01%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    244000 | PA      | $239706.30    | 0.02%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QES60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2300351 | PA      | $2128598.22   | 0.15%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XTCP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1168493 | PA      | $1078019.92   | 0.07%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury STRIPS Coupon                                                                    | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7055000 | PA      | $3267325.92   | 0.23%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190432.70    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1494890 | PA      | $1263949.20   | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-2                                                  | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511824.80    | 0.04%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                                  | Global Atlantic Fin Co                                                                         | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    268000 | PA      | $264049.86    | 0.02%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                              | Zaxbys Funding LLC                                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248640 | PA      | $234862.81    | 0.02%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1042439 | PA      | $933555.90    | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3138ETC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371707 | PA      | $357989.76    | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CQ97<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2063860 | PA      | $2094631.27   | 0.14%             | 2047-10-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350293 | PA      | $308648.50    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6221000 | PA      | $6289042.19   | 0.44%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                                        | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392121 | PA      | $328384.27    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | Carnival Corp                                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    345000 | PA      | $353757.14    | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $605395.19    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $391917.79    | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | Builders FirstSource Inc                                                                       | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104538.25    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140J8A60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112924 | PA      | $105857.86    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                                         | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1590000 | PA      | $1623087.45   | 0.11%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                                                   | Golub Capital Partners ABS Funding 2021-1 Ltd                                                  | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    368974 | PA      | $367498.61    | 0.03%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3138ENS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20917 | PA      | $19857.36     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    345000 | PA      | $393455.93    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                   | GMF Floorplan Owner Revolving Trust                                                            | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973000 | PA      | $3073226.67   | 0.21%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140J9YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503907 | PA      | $461341.46    | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2023-4                                      | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $516916.25    | 0.04%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                                      | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    220000 | PA      | $216766.40    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QDE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452465 | PA      | $418089.67    | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                                                | ABPCI Direct Lending Fund ABS I Ltd                                                            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155301 | PA      | $152702.30    | 0.01%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156567 | PA      | $141783.90    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                | United States Small Business Administration                                                    | CUSIP: 83162CS95<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1659529 | PA      | $1639240.77   | 0.11%             | 2048-04-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                                       | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $118387.11    | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1229811.75   | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                             | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    238000 | PA      | $240500.19    | 0.02%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                                    | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127960.85    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20208 | PA      | $18893.80     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    870000 | PA      | $893827.64    | 0.06%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                                    | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    780000 | PA      | $578160.48    | 0.04%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                               | MetroNet Infrastructure Issuer LLC                                                             | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $294776.30    | 0.02%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373097 | PA      | $365023.53    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | Ambipar Lux Sarl                                                                               | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    260000 | PA      | $43708.60     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QHKR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224693 | PA      | $199269.33    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                                            | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668787 | PA      | $607248.48    | 0.04%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197580.81    | 0.01%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS                                                                             | UMBS                                                                                           | CUSIP: 31417GWV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671952 | PA      | $618028.03    | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186007 | PA      | $177943.22    | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Corp Trust 2021-NQM1                                             | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103604 | PA      | $93844.93     | 0.01%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $208889.97    | 0.01%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5891000 | PA      | $3162500.52   | 0.22%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                         | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1220000 | PA      | $1230870.13   | 0.09%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3132DSWG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355912 | PA      | $316620.29    | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                  | Bermuda Government International Bond                                                          | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $183200.00    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                   | Trust Fibra Uno                                                                                | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |    426000 | PA      | $459578.60    | 0.03%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                              | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    429000 | PA      | $426777.22    | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                                 | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $332502.11    | 0.02%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                              | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416698.02    | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    370000 | PA      | $334854.13    | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                           | Global Atlantic Fin Co                                                                         | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1475274.13   | 0.10%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    458000 | PA      | $511173.80    | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                           | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1254323.32   | 0.09%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $184602.13    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XBHT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235267 | PA      | $206947.13    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust 2024-4                                                               | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464075 | PA      | $465258.79    | 0.03%             | 2064-10-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B17 Mortgage Trust                                                              | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1000516.22   | 0.07%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                         | First Quantum Minerals Ltd                                                                     | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210402.60    | 0.01%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2400421 | PA      | $2275505.59   | 0.16%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XCDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504588 | PA      | $1442685.88   | 0.10%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                             | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000528 | PA      | $4139253.19   | 0.29%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                                           | KKR Group Finance Co X LLC                                                                     | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $190909.49    | 0.01%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                               | Willis Engine Structured Trust VIII                                                            | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247849 | PA      | $251494.36    | 0.02%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-16

**Name of Applicant:** Mercer Funds

**Signature:** Barry Vallan

**Name of Signer:** Barry Vallan

**Title:** Vice President, Treasurer, Chief Financial Officer