# EDGAR Filing Document

**Accession Number:** 0001104129
**File Stem:** 0001752724-23-049167
**Filing Date:** 2023-3
**Character Count:** 159713
**Document Hash:** c3039e3cac01f44af687eeec91a372bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049167.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049167

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Core Bond Portfolio
- **CENTRAL INDEX KEY:** 0001104129
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09833
- **FILM NUMBER:** 23690878

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Investment Grade Income Portfolio
- **DATE OF NAME CHANGE:** 20050302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INVESTMENT GRADE INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 20000320

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIGH GRADE INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 20000124

## Series and Classes Contracts Data

### Core Bond Portfolio (Series ID: S000005237)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000014262 | Core Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Core Bond Portfolio

- **b. Investment Company Act file number:** 811-09833

- **c. CIK number of Registrant:** 0001104129

- **d. LEI of Registrant:** 3BIRQP3EJTB29FBSFZ15

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

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Core Bond Portfolio

- **b. EDGAR series identifier (if any):** S000005237

- **c. LEI of Series:** 3BIRQP3EJTB29FBSFZ15

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $625653618.80

**Total Liabilities:** $54133041.59

**Net Assets:** $571520577.21

**Delayed Delivery Securities:** $53746538.94

**Cash Not Reported:** $1404131.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1274.28000000 | **1-Year:** -13036.91000000 | **5-Year:** -44935.53000000 | **10-Year:** -45408.75000000 | **30-Year:** -18443.94000000

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

- **3-Month:** -361.06000000 | **1-Year:** -4991.57000000 | **5-Year:** -11908.95000000 | **10-Year:** -10127.91000000 | **30-Year:** -3983.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014262 | -1.46%               | 3.33%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2785749.64             | $-5284192.03                               |
| Month 2  | $-6631214.00             | $22330925.78                               |
| Month 3  | $1823736.31              | $-5233839.03                               |

**Designated Index Information**

- **Index Name:** BB Barclays US Aggregate Bond

- **Index Identifier:** BBG_US_Agg_Bond

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174766 | PA      | $173426.15    | 0.03%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                     | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1450434.92   | 0.25%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4866000 | PA      | $4874363.44   | 0.85%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                              | Coca-Cola Europacific Partners PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    541000 | PA      | $468644.69    | 0.08%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae REMICS                                                               | CUSIP: 3136ALUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332981 | PA      | $318368.81    | 0.06%             | 2044-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1652000 | PA      | $1247505.36   | 0.22%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1112497.23   | 0.19%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132WM3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1145478 | PA      | $1104804.85   | 0.19%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                               | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $803805.00    | 0.14%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808600 | PA      | $721185.53    | 0.13%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1467690.82   | 0.26%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                  | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    237000 | PA      | $222226.96    | 0.04%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                              | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1224315.21   | 0.21%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1026489.35   | 0.18%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                             | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1844536 | PA      | $1632235.13   | 0.29%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                      | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1072327.72   | 0.19%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                | COMM 2013-CCRE11 Mortgage Trust                                                 | CUSIP: 12626LBP6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2855000 | PA      | $2736999.14   | 0.48%             | 2050-08-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $845799.22    | 0.15%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                           | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    655000 | PA      | $582133.28    | 0.10%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                               | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    390000 | PA      | $385567.42    | 0.07%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6616000 | PA      | $6025728.75   | 1.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1315589.49   | 0.23%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17061328.08  | 2.99%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14939000 | PA      | $14475949.41  | 2.53%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140E8LU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556013 | PA      | $519346.93    | 0.09%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                             | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1165000 | PA      | $1057785.05   | 0.19%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $1816105.87   | 0.32%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                       | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $1895002.11   | 0.33%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                        | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    744644 | PA      | $741144.03    | 0.13%             | 2033-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1527891.32   | 0.27%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                           | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35525.63     | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                       | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    798000 | PA      | $750174.43    | 0.13%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2125000 | PA      | $1963006.68   | 0.34%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                               | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   1003000 | PA      | $860859.86    | 0.15%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394019 | PA      | $356191.19    | 0.06%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    970000 | PA      | $934832.33    | 0.16%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WDKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388583 | PA      | $374924.45    | 0.07%             | 2044-11-01      | Fixed         | 4.00%                 | 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        |   1350000 | PA      | $931385.95    | 0.16%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                               | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1272944.13   | 0.22%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1318000 | PA      | $835231.02    | 0.15%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4685000 | PA      | $4103363.34   | 0.72%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-2                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887106 | PA      | $826660.18    | 0.14%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                   | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1008800 | PA      | $831636.46    | 0.15%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                            | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1674000 | PA      | $1478934.89   | 0.26%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1155000 | PA      | $1175022.09   | 0.21%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                          | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993200 | PA      | $875451.97    | 0.15%             | 2049-05-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | Ginnie Mae II Pool                                                              | CUSIP: 36189N6V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    923297 | PA      | $858759.09    | 0.15%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1281000 | PA      | $1191437.28   | 0.21%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14075000 | PA      | $13569178.98  | 2.37%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                             | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $899231.48    | 0.16%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                           | Vantage Data Centers LLC                                                        | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   2220000 | PA      | $1828560.28   | 0.32%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-3                                           | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245846 | PA      | $1214043.42   | 0.21%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                     | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762392 | PA      | $718837.70    | 0.13%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                     | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1474000 | PA      | $1156763.95   | 0.20%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                              | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    323850 | PA      | $295489.00    | 0.05%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1547000 | PA      | $1352587.74   | 0.24%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                     | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1381000 | PA      | $1210727.37   | 0.21%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7720000 | PA      | $7559870.29   | 1.32%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2670000 | PA      | $2810783.33   | 0.49%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                              | Neighborly Issuer LLC                                                           | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1349450 | PA      | $1085375.86   | 0.19%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                          | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1623765.62   | 0.28%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                           | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1160622.25   | 0.20%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                    | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1483545 | PA      | $1436611.62   | 0.25%             | 2037-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $773007.14    | 0.14%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                              | Bread Financial Holdings Inc                                                    | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1012682.57   | 0.18%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1574161.72   | 0.28%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185500 | PA      | $1028824.56   | 0.18%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8WP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687746 | PA      | $645138.12    | 0.11%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13624000 | PA      | $13138378.92  | 2.30%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                    | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |   1473000 | PA      | $1136782.33   | 0.20%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                      | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                   | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2329312.17   | 0.41%             | 2038-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2672814 | PA      | $2571368.44   | 0.45%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1194801.97   | 0.21%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       133 | NC      | $103738.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEHUB LOAN FUND                                                  | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2742130.42   | 0.48%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4434200 | PA      | $3887961.99   | 0.68%             | 2029-10-25      | Fixed         | 2.44%                 | 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        |   2110000 | PA      | $1647499.44   | 0.29%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                              | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    524000 | PA      | $443636.74    | 0.08%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28527000 | PA      | $26784164.33  | 4.69%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    873000 | PA      | $753370.37    | 0.13%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                           | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    869000 | PA      | $748551.21    | 0.13%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                               | Seattle Spinco, Inc. USD Term Loan B3                                           | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    291400 | PA      | $290429.08    | 0.05%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                    | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1045196.75   | 0.18%             | 2054-12-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                       | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $1868590.79   | 0.33%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1436000 | PA      | $1249592.84   | 0.22%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1061413.90   | 0.19%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    992000 | PA      | $954955.00    | 0.17%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                    | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    940000 | PA      | $872981.13    | 0.15%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                               | Horizon Aircraft Finance III Ltd                                                | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1432573 | PA      | $1111686.36   | 0.19%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -173 | NC      | $34280.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073800 | PA      | $1007496.07   | 0.18%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PPTT 2006-A GS CLASS A                                             | Preferred Pass-Through Trust                                                    | CUSIP: 74039FAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $191038.40    | 0.03%             | 2023-01-30      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                          | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $1942767.30   | 0.34%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2455000 | PA      | $2087133.59   | 0.37%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3144000 | PA      | $2801967.20   | 0.49%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3103333 | PA      | $2932001.09   | 0.51%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WFVG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229887 | PA      | $221735.20    | 0.04%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                     | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2210379 | PA      | $2115736.87   | 0.37%             | 2036-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                 | Willis Engine Structured Trust V                                                | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230322 | PA      | $155343.97    | 0.03%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Connecticut Avenue Securities Trust 2018-R07                                    | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74827 | PA      | $74847.98     | 0.01%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                             | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2401243 | PA      | $1890757.78   | 0.33%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                            | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    455000 | PA      | $360241.02    | 0.06%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                      | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1312772.87   | 0.23%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1193000 | PA      | $1209719.90   | 0.21%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1258404.49   | 0.22%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    482000 | PA      | $455748.78    | 0.08%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    221000 | PA      | $203999.06    | 0.04%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4821000 | PA      | $4310840.29   | 0.75%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $194102.90    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                           | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $988462.98    | 0.17%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                          | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   1492000 | PA      | $1418797.08   | 0.25%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486144 | PA      | $472859.95    | 0.08%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261695 | PA      | $259545.19    | 0.05%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1414000 | PA      | $1264977.66   | 0.22%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                             | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    526000 | PA      | $431617.85    | 0.08%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                  | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    339000 | PA      | $305083.24    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2491423 | PA      | $2393460.65   | 0.42%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                   | United States Cellular Corp                                                     | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     83925 | NS      | $1218591.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                            | Natura &Co Luxembourg Holdings Sarl                                             | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |   1029000 | PA      | $901844.84    | 0.16%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                                  | CenturyLink, Inc. 2020 Term Loan B                                              | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    484712 | PA      | $460779.75    | 0.08%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | Societe Generale SA                                                             | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $914553.34    | 0.16%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465267 | PA      | $478531.34    | 0.08%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                               | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    867000 | PA      | $646578.17    | 0.11%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                      | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    611000 | PA      | $497603.81    | 0.09%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                        | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1554900.00   | 0.27%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335AZ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707796 | PA      | $643382.78    | 0.11%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        17 | NC      | $-4517.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Pool                                                                | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408209 | PA      | $378483.38    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576181 | PA      | $536793.81    | 0.09%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1583647.98   | 0.28%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $627223.59    | 0.11%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838345 | PA      | $801438.29    | 0.14%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                               | Natura Cosmeticos SA                                                            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    678000 | PA      | $554071.77    | 0.10%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $785079.18    | 0.14%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2415000 | PA      | $2099540.63   | 0.37%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                                   | NuStar Energy LP                                                                | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     24632 | NS      | $502000.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1147000 | PA      | $1194840.53   | 0.21%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3760200 | PA      | $3522176.41   | 0.62%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $516958.00    | 0.09%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                               | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1587000 | PA      | $1303666.13   | 0.23%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae REMICS                                                               | CUSIP: 31394EDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71115 | PA      | $72324.31     | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671368 | PA      | $584729.22    | 0.10%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                             | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1610059.86   | 0.28%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                | COMM 2014-CCRE21 Mortgage Trust                                                 | CUSIP: 12592RBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2247519.00   | 0.39%             | 2047-12-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239135 | PA      | $242096.04    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                 | Seagate HDD Cayman                                                              | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    665550 | PA      | $730870.40    | 0.13%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                            | Lendingpoint 2022-A Asset Securitization Trust                                  | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465102 | PA      | $459924.72    | 0.08%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    712000 | PA      | $696745.70    | 0.12%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJTH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413559 | PA      | $1274315.71   | 0.22%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1659000 | PA      | $1575175.14   | 0.28%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                     | Alpek SAB de CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $1001635.63   | 0.18%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1531722.83   | 0.27%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1606124.99   | 0.28%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                                  | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    634000 | PA      | $662560.44    | 0.12%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | Societe Generale SA                                                             | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    756000 | PA      | $777707.19    | 0.14%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $486403.65    | 0.09%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| SES SA                                                             | SES SA                                                                          | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    393000 | PA      | $301155.87    | 0.05%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                             | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2222000 | PA      | $2169992.60   | 0.38%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                          | Adams Outdoor Advertising LP                                                    | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    651175 | PA      | $618242.85    | 0.11%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                              | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1327110.00   | 0.23%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    646000 | PA      | $529296.17    | 0.09%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419000 | PA      | $388283.03    | 0.07%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $752440.33    | 0.13%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6750000 | PA      | $5528250.00   | 0.97%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                       | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    832000 | PA      | $518327.24    | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    597000 | PA      | $439759.59    | 0.08%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                               | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2498829 | PA      | $2469720.02   | 0.43%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                            | Lendingpoint 2022-C Asset Securitization Trust                                  | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2477777 | PA      | $2467697.22   | 0.43%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                  | Newmark Group Inc                                                               | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3504000 | PA      | $3476466.27   | 0.61%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                   | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1167023.00   | 0.20%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                  | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1468000 | PA      | $869902.36    | 0.15%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                             | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   1011000 | PA      | $793388.78    | 0.14%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                              | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658079.10    | 0.12%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $2731943.42   | 0.48%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        59 | NC      | $-1646.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8573258 | PA      | $8370150.80   | 1.46%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                       | CSMC Trust 2016-NXSR                                                            | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1379911.80   | 0.24%             | 2049-12-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10475000 | PA      | $10330973.46  | 1.81%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                  | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1400561.94   | 0.25%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    894000 | PA      | $883210.18    | 0.15%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                  | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1403000 | PA      | $1067195.19   | 0.19%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1111990.56   | 0.19%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1246000 | PA      | $1238165.66   | 0.22%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                     | PetSmart, Inc. 2021 Term Loan B                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1290201 | PA      | $1268428.87   | 0.22%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                              | Hyland Software, Inc. 2018 1st Lien Term Loan                                   | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    593429 | PA      | $586170.15    | 0.10%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL1                                    | Towd Point Asset Trust 2018-SL1                                                 | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |   1234686 | PA      | $1227717.62   | 0.21%             | 2046-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                    | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1875986.40   | 0.33%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                  | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    977000 | PA      | $805238.52    | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                 | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760000 | PA      | $3088045.14   | 0.54%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3680000 | PA      | $3187081.26   | 0.56%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    563197 | PA      | $531529.39    | 0.09%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                  | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1787300 | PA      | $1593030.51   | 0.28%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1374404 | PA      | $1273558.36   | 0.22%             | 2049-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                 | Seagate HDD Cayman                                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    332000 | PA      | $275721.92    | 0.05%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22061100 | PA      | $20208312.19  | 3.54%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01            | Multifamily Connecticut Avenue Securities Trust 2020-01                         | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1168517.57   | 0.20%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                  | ITC Holdings Corp                                                               | CUSIP: 465685AG0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674517.12    | 0.12%             | 2023-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $702646.73    | 0.12%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8006000 | PA      | $7124401.78   | 1.25%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                               | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   1435000 | PA      | $1071014.92   | 0.19%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                            | International Bank for Reconstruction & Development                             | CUSIP: 459058JQ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2756000 | PA      | $2756014.66   | 0.48%             | 2023-01-13      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $373406.25    | 0.07%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $227325.66    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                               | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641572 | PA      | $483145.15    | 0.08%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                              | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $1691665.40   | 0.30%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $2621348.87   | 0.46%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    438252 | PA      | $435690.03    | 0.08%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3713000 | PA      | $3571586.90   | 0.62%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                      | UBS AG/London                                                                   | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1442000 | PA      | $1261901.76   | 0.22%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    808000 | PA      | $701586.40    | 0.12%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae REMICS                                                               | CUSIP: 3136A3QK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37265 | PA      | $37109.86     | 0.01%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289198 | PA      | $291643.50    | 0.05%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                         | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1107800 | PA      | $1033413.67   | 0.18%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                            | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    903000 | PA      | $817160.79    | 0.14%             | 2030-07-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2301000 | PA      | $2246754.32   | 0.39%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10941000 | PA      | $9779373.46   | 1.71%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241932 | PA      | $197369.71    | 0.03%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                           | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1445306.98   | 0.25%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                | CNH Equipment Trust 2022-B                                                      | CUSIP: 12663JAB7<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $405023.75    | 0.07%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                               | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    210000 | PA      | $160335.21    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                       | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    784000 | PA      | $664538.00    | 0.12%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 31418A7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261234 | PA      | $257826.38    | 0.05%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1126424.91   | 0.20%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                           | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   1170000 | PA      | $930677.95    | 0.16%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                           | FOCUS Brands Funding LLC                                                        | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $833652.16    | 0.15%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                 | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313000 | PA      | $243672.07    | 0.04%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1153835.20   | 0.20%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FMSE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898218 | PA      | $835054.65    | 0.15%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    742000 | PA      | $752554.62    | 0.13%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                     | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    466000 | PA      | $432765.95    | 0.08%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                           | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1585621.51   | 0.28%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                  | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    874000 | PA      | $825596.26    | 0.14%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140E47D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907691 | PA      | $847265.70    | 0.15%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1369205.03   | 0.24%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                              | Theorem Funding Trust 2022-3                                                    | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    761819 | PA      | $759479.25    | 0.13%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                               | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    257264 | PA      | $256583.42    | 0.04%             | 2031-03-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                         | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635560 | PA      | $3235525.52   | 0.57%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1586164.59   | 0.28%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                              | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $362406.25    | 0.06%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1045000 | PA      | $892372.85    | 0.16%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1705383.15   | 0.30%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                               | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1519398.30   | 0.27%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac STACR Trust 2019-DNA4                                               | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94233 | PA      | $94408.95     | 0.02%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                            | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1272000 | PA      | $1182403.50   | 0.21%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                     | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1745000 | PA      | $927474.48    | 0.16%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                               | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1202752.45   | 0.21%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2306000 | PA      | $2289966.11   | 0.40%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                           | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  33127696 | NS      | $33127696.43  | 5.80%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3332000 | PA      | $2318343.13   | 0.41%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1379459.88   | 0.24%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1099000 | PA      | $880917.19    | 0.15%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3759000 | PA      | $3098238.28   | 0.54%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                               | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550200 | PA      | $442982.75    | 0.08%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 31418B5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532696 | PA      | $512640.41    | 0.09%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                           | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5662000 | PA      | $3803393.75   | 0.67%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                         | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1349149.54   | 0.24%             | 2047-11-15      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                     | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648447.30    | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        81 | NC      | $21735.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8644000 | PA      | $6176239.31   | 1.08%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                         | Jersey Mike's Funding                                                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031208 | PA      | $929901.26    | 0.16%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -159 | NC      | $-1984.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J5HW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805614 | PA      | $699203.62    | 0.12%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                     | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    332000 | PA      | $283783.27    | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                  | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    639000 | PA      | $539060.20    | 0.09%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    469000 | PA      | $478835.65    | 0.08%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1093858 | PA      | $1083837.66   | 0.19%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3129415G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325802 | PA      | $323376.13    | 0.06%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1294000 | PA      | $1238928.67   | 0.22%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QQYG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416192 | PA      | $389626.82    | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1920618.80   | 0.34%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                        | Asurion LLC 2020 Term Loan B8                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    245000 | PA      | $218706.36    | 0.04%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8955000 | PA      | $7771260.94   | 1.36%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                           | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1214000 | PA      | $1036000.05   | 0.18%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                           | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    872000 | PA      | $620983.46    | 0.11%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $2166835.94   | 0.38%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                   | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2427000 | PA      | $1942144.62   | 0.34%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                           | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $941911.47    | 0.16%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181963 | PA      | $182596.48    | 0.03%             | 2024-05-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2150000 | PA      | $2156719.72   | 0.38%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9XS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1078900 | PA      | $1117653.91   | 0.20%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                         | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $736839.58    | 0.13%             | 2047-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                               | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1122000 | PA      | $1103194.16   | 0.19%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140F8J57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317805 | PA      | $295754.49    | 0.05%             | 2046-12-01      | Fixed         | 3.50%                 | 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        |   1436000 | PA      | $1352007.69   | 0.24%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                    | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1491940.60   | 0.26%             | 2054-12-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1916008.67   | 0.34%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                         | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1452000 | PA      | $1088643.07   | 0.19%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                 | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    762000 | PA      | $617742.06    | 0.11%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1552000 | PA      | $1346132.94   | 0.24%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    787000 | PA      | $779130.00    | 0.14%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                          | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    981000 | PA      | $927819.56    | 0.16%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $952245.80    | 0.17%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $665872.80    | 0.12%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523707 | PA      | $472282.47    | 0.08%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1490467.20   | 0.26%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    278000 | PA      | $219383.78    | 0.04%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $1887999.88   | 0.33%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 3137G0TS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139660 | PA      | $139690.82    | 0.02%             | 2030-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2458702.50   | 0.43%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                   | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054042 | PA      | $951679.41    | 0.17%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                         | JPMBB Commercial Mortgage Securities Trust 2014-C23                             | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1706628.40   | 0.30%             | 2047-09-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2806000 | PA      | $1560234.66   | 0.27%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                          | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    929000 | PA      | $849135.48    | 0.15%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                  | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    577000 | PA      | $561044.76    | 0.10%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                               | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1946 | PA      | $1941.13      | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $411911.89    | 0.07%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BANCO SAFRA SA (CI)                                                | Banco Safra SA/Cayman Islands                                                   | CUSIP: 05964SAR2<br>LEI: OWKQKLHXA6FSY7WZIY02 | Long             | DBT              | CORP              | BR        |   1210000 | PA      | $1208632.70   | 0.21%             | 2023-02-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                            | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2287754.05   | 0.40%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                               | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1468001 | PA      | $1456522.81   | 0.25%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1370930.85   | 0.24%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335AU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1136236 | PA      | $1095536.09   | 0.19%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1060890.77   | 0.19%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2602030.94   | 0.46%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                            | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1037250.15   | 0.18%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $950286.12    | 0.17%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                | Citigroup Commercial Mortgage Trust 2013-GC11                                   | CUSIP: 17320DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $96146.18     | 0.02%             | 2046-04-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                             | Natixis Commercial Mortgage Securities Trust 2018-FL1                           | CUSIP: 63874MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4470146.00   | 0.78%             | 2035-06-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                           | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    909000 | PA      | $778925.40    | 0.14%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDJJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380415 | PA      | $355182.45    | 0.06%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7822687.92   | 1.37%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 31417ACQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795001 | PA      | $1681470.93   | 0.29%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae REMICS                                                               | CUSIP: 3136ABU84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54220 | PA      | $49952.63     | 0.01%             | 2042-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3310000 | PA      | $3005376.56   | 0.53%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    831000 | PA      | $636646.38    | 0.11%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1303016 | PA      | $1119557.14   | 0.20%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $456042.60    | 0.08%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3805000 | PA      | $2777222.55   | 0.49%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WE4S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361062 | PA      | $348258.48    | 0.06%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                           | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128100 | PA      | $1073032.44   | 0.19%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                 | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1473000 | PA      | $1251541.87   | 0.22%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                           | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    661000 | PA      | $508593.03    | 0.09%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                             | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641186 | PA      | $1441433.40   | 0.25%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461404 | PA      | $1375524.74   | 0.24%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Connecticut Avenue Securities Trust 2019-R06                                    | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2988052 | PA      | $2945446.86   | 0.52%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                           | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1196197.40   | 0.21%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                      | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299553 | PA      | $192893.56    | 0.03%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1445690.84   | 0.25%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19594000 | PA      | $14969892.61  | 2.62%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                 | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1330061.85   | 0.23%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000265 | PA      | $1715510.75   | 0.30%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $985860.40    | 0.17%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $4453408.25   | 0.78%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                              | Coinstar Funding LLC Series 2017-1                                              | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1213380 | PA      | $932664.17    | 0.16%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                               | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1237909.18   | 0.22%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                     | Alpek SAB de CV                                                                 | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    920000 | PA      | $836533.00    | 0.15%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8673800 | PA      | $5164129.76   | 0.90%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132WLUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921581 | PA      | $864773.89    | 0.15%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                       | Hawaii Hotel Trust 2019-MAUI                                                    | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4033000 | PA      | $3923125.75   | 0.69%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                 | Willis Engine Structured Trust V                                                | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890663 | PA      | $616838.53    | 0.11%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                           | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     83921 | NS      | $1135451.13   | 0.20%             |  |  |  | No            |                  1 | 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        |    420000 | PA      | $267591.12    | 0.05%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1975000 | PA      | $2058937.50   | 0.36%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** Core Bond Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer