# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008736
**Filing Date:** 2023-2
**Character Count:** 1674658
**Document Hash:** 09d15ab11e8071088ecb26626e2e8f9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008736.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008736

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 23659013

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### MEDIUM-DURATION BOND FUND (Series ID: S000001155)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000003083 | Institutional | GMDYX           |
| C000003084 | Investor      | GMDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** MEDIUM-DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000001155

- **c. LEI of Series:** 1DDHUTG38S1PS4EC6J14

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2741078062.34

**Total Liabilities:** $731237878.53

**Net Assets:** $2009840183.81

**Delayed Delivery Securities:** $512089910.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1304.464775393140 | **1-Year:** 46003.741587101916 | **5-Year:** 204685.898414320019 | **10-Year:** 285116.499169125795 | **30-Year:** 260388.230856857681

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

- **3-Month:** 80.648243307210 | **1-Year:** 3987.274837379771 | **5-Year:** 13670.308456707212 | **10-Year:** 14482.246255256265 | **30-Year:** 6089.054017090635

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003083 | -1.48%               | 3.92%                | -0.29%               |
| Class ID C000003084 | -1.43%               | 3.90%                | -0.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13573255.18            | $-18996095.35                              |
| Month 2  | $-7458215.82             | $77819189.92                               |
| Month 3  | $4020369.25              | $-17005252.96                              |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                                                 | Title                                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Bluemountain CLO 2013-2 Ltd.                                                         | BLUEM 2013-2A A1R                                                                                               | CUSIP: 09626YAN0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |     2313710 | PA      | $2285367.19    | 0.11%             | 2030-10-22      | Floating      | 3.94%                 | Yes           | 2                  | On Loan: No      |
| Skymiles Ip Limited & Delta Air Lines Incorporated                                   | DAL 4.5 10/20/25 144A                                                                                           | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |      580000 | PA      | $566411.48     | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 2.252 09/29/32                                                                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      890000 | PA      | $662415.93     | 0.03%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5018 MI                                                                                                     | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      347549 | PA      | $47453.35      | 0.00%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1.75 01/20/31                                                                                                | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      250000 | PA      | $195180.58     | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5040 IB                                                                                                     | CUSIP: 3137F6P92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       74524 | PA      | $11075.44      | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-160 VI                                                                                                 | CUSIP: 38382KS87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       82262 | PA      | $11541.81      | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 3.5 03/15/31                                                                                                | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      190000 | PA      | $130638.98     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| KKR CLO 32 LTD                                                                       | KKR 32A A1                                                                                                      | CUSIP: 48254HAA2<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $336133.21     | 0.02%             | 2032-01-15      | Floating      | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5059 IB                                                                                                     | CUSIP: 3137F86B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      350146 | PA      | $56318.39      | 0.00%             | 2051-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Company                                                    | PXD 1.125 01/15/26                                                                                              | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62535.21      | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR1967                                                                                                       | CUSIP: 3140L0FH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86104 | PA      | $70587.84      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UFC                                                                                  | UFC Term Loan B 300 2026-04-01                                                                                  | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      339239 | PA      | $335422.73     | 0.02%             | 2026-04-01      | Floating      | 3.22%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5940                                                                                                       | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521179 | PA      | $427355.85     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Rackspace Hosting                                                                    | Rackspace Hosting Term Loan B 275 2028-01-24                                                                    | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |      157401 | PA      | $99171.30      | 0.00%             | 2028-01-24      | Floating      | 2.96%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 2.9 02/16/28                                                                                                  | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      380000 | PA      | $314314.75     | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR5577                                                                                                       | CUSIP: 3140L4FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170637 | PA      | $140663.07     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC0160                                                                                                       | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       75367 | PA      | $62383.65      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Voya Clo 2016-3                                                                      | VOYA 2016-3A A1R                                                                                                | CUSIP: 92915HAL7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $493579.10     | 0.02%             | 2031-10-20      | Floating      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 3.15 02/15/24                                                                                               | CUSIP: 00774MAQ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      330000 | PA      | $319257.24     | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-127 IN                                                                                                 | CUSIP: 38382HY87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      159591 | PA      | $23349.47      | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND                                           | OAKIG 2020-1A A1                                                                                                | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      655295 | PA      | $582893.53     | 0.03%             | 2050-11-20      | Fixed         | 1.85%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-74 EI                                                                                                  | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      157262 | PA      | $26550.76      | 0.00%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LP                                                     | ABPCI 2020-10A A1A                                                                                              | CUSIP: 000848AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970000 | PA      | $955803.95     | 0.05%             | 2032-01-20      | Floating      | 4.66%                 | Yes           | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 3.577 04/05/50                                                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14453.33      | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                            | PRXNA 3.832 02/08/51 144A                                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $134615.27     | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BT0812                                                                                                       | CUSIP: 3617MN3V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      254240 | PA      | $220727.99     | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA4175                                                                                                       | CUSIP: 3133KKT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      540256 | PA      | $464062.81     | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-3 QI                                                                                                   | CUSIP: 3136BDR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      740122 | PA      | $112786.75     | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR3500                                                                                                       | CUSIP: 3140L13J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62251 | PA      | $51096.39      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR2664                                                                                                       | CUSIP: 3140L06A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150528 | PA      | $124645.25     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 2.196 02/04/26                                                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100172.31     | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR4056                                                                                                       | CUSIP: 3140L2QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163059 | PA      | $134416.09     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-1 IG                                                                                                   | CUSIP: 3136BDY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      606845 | PA      | $102332.95     | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ9226                                                                                                       | CUSIP: 3140KVHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165985 | PA      | $136828.17     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR2644                                                                                                       | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75077 | PA      | $61888.35      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Recette Clo Ltd                                                                      | RCTTE 2015-1A ARR                                                                                               | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $330712.12     | 0.02%             | 2034-04-20      | Floating      | 3.79%                 | Yes           | 2                  | On Loan: No      |
| Apidos Clo Xxxv Ltd / Llc                                                            | APID 2021-35A A                                                                                                 | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      540000 | PA      | $525937.37     | 0.03%             | 2034-04-20      | Floating      | 3.76%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K741 X1                                                                                                    | CUSIP: 3137FF3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2994882 | PA      | $69397.87      | 0.00%             | 2027-12-25      | Floating      | 0.57%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR5633                                                                                                       | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258189 | PA      | $212837.51     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State Street Corporation                                                             | STT V3.152 03/30/31                                                                                             | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      190000 | PA      | $168151.95     | 0.01%             | 2031-03-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZA5318                                                                                                       | CUSIP: 31329N4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       49128 | PA      | $45701.70      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX B                                                                                                  | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1060000 | PA      | $798789.77     | 0.04%             | 2046-11-10      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 3.15 12/15/24                                                                                               | CUSIP: 75513EBX8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115703.49     | 0.01%             | 2024-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-160 IH                                                                                                 | CUSIP: 38382KG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       83945 | PA      | $12368.15      | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EQT Corporation                                                                      | EQT 5 01/15/29                                                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94518.92      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-89 DI                                                                                                  | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      782027 | PA      | $116295.44     | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 1.875 02/28/31                                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       70000 | PA      | $55287.44      | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM4925                                                                                                       | CUSIP: 3140X8PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94328 | PA      | $83535.86      | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7193                                                                                                       | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      273531 | PA      | $238830.14     | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3123                                                                                                       | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      377286 | PA      | $340334.91     | 0.02%             | 2038-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Jane Street Group                                                                    | Jane Street Group Term Loan B 275 2028-01-12                                                                    | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |       43721 | PA      | $42508.70      | 0.00%             | 2028-01-12      | Floating      | 2.97%                 | No            | 2                  | On Loan: No      |
| BLUEMOUNTAIN CLO XXVIII LTD                                                          | BLUEM 2021-28A A                                                                                                | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $390375.88     | 0.02%             | 2034-04-17      | Floating      | 3.77%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                                                 | OCT21 2014-1A AAR3                                                                                              | CUSIP: 67590QBK2<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $522684.36     | 0.03%             | 2031-02-14      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| Dryden 75 Clo Ltd / Dryden 75 Clo Llc                                                | DRSLF 2019-75A AR2                                                                                              | CUSIP: 26252JAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      250000 | PA      | $242811.20     | 0.01%             | 2034-04-17      | Floating      | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6448                                                                                                       | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      438104 | PA      | $360741.68     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TransDigm                                                                            | TransDigm Term Loan F 225 2025-12-01                                                                            | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       29319 | PA      | $29018.05      | 0.00%             | 2025-12-01      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6659                                                                                                       | CUSIP: 36179VMG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      422366 | PA      | $414702.72     | 0.02%             | 2050-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.831 10/24/51 MTN                                                                                         | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      230000 | PA      | $143142.67     | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | GNR 2020-160 YI                                                                                                 | CUSIP: 38382KQ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      585426 | PA      | $79829.46      | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4208                                                                                                       | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      394807 | PA      | $323868.39     | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.875 11/20/50                                                                                               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      650000 | PA      | $411303.71     | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0301                                                                                                       | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119096 | PA      | $116010.78     | 0.01%             | 2058-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 3.05 03/12/51                                                                                             | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      290000 | PA      | $210278.75     | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| SMB Private Education Loan Trust 2021-A                                              | SMB 2021-A B                                                                                                    | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      660000 | PA      | $577176.57     | 0.03%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR3290                                                                                                       | CUSIP: 3140L1UQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      341505 | PA      | $279695.26     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR4756                                                                                                       | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225834 | PA      | $186161.97     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2672                                                                                                       | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443592 | PA      | $412618.80     | 0.02%             | 2036-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0176                                                                                                       | CUSIP: 3132DMFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      261568 | PA      | $240375.40     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Global Medical Response (fka Air Medical Group)                                      | Global Medical Response (fka Air Medical Group) Term Loan B 475 2025-09-13                                      | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      595336 | PA      | $420831.32     | 0.02%             | 2025-09-13      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| COLD STORAGE TRUST                                                                   | COLD 2020-ICE5 A                                                                                                | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648774 | PA      | $631658.26     | 0.03%             | 2037-11-16      | Floating      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4 11/13/30                                                                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1003822.10    | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 5.75 01/15/31 144A                                                                                          | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      210000 | PA      | $195959.78     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                           | JPMDB 2017-C5 B                                                                                                 | CUSIP: 46590TAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      630000 | PA      | $530627.30     | 0.03%             | 2050-03-17      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7136                                                                                                       | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      132807 | PA      | $115958.02     | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5423                                                                                                       | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78413 | PA      | $67359.84      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K-1519 X1                                                                                                  | CUSIP: 3137F8TU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     5936391 | PA      | $295844.48     | 0.01%             | 2035-12-25      | Floating      | 0.60%                 | No            | 2                  | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 3.85 01/15/28                                                                                               | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      550000 | PA      | $532738.55     | 0.03%             | 2028-01-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BALLYROCK CLO LTD                                                                    | BALLY 2019-2A A1BR                                                                                              | CUSIP: 05875MAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $478459.42     | 0.02%             | 2030-11-20      | Floating      | 4.18%                 | Yes           | 2                  | On Loan: No      |
| INSTAR LEASING III LLC                                                               | INSTR 2021-1A A                                                                                                 | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      917673 | PA      | $761283.40     | 0.04%             | 2054-02-15      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5931                                                                                                       | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9087                                                                                                       | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      473597 | PA      | $392162.19     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR5487                                                                                                       | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84345 | PA      | $69528.77      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Basswood Park Clo Ltd / Llc                                                          | BARK 2021-1A A                                                                                                  | CUSIP: 070252AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1458219.45    | 0.07%             | 2034-04-20      | Floating      | 3.71%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding V Clo Ltd                                                              | CEDF 2016-5A AFRR                                                                                               | CUSIP: 15032AAY3<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |      560000 | PA      | $519604.43     | 0.03%             | 2031-07-17      | Fixed         | 1.94%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA4819                                                                                                       | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118712 | PA      | $113004.46     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Skymiles Ip Limited & Delta Air Lines Incorporated                                   | DAL 4.75 10/20/28 144A                                                                                          | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |      860000 | PA      | $810851.42     | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01737                                                                                                       | CUSIP: 31283H4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3085 | PA      | $3159.55       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 555743                                                                                                       | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10719 | PA      | $10965.42      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4237                                                                                                       | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80859 | PA      | $66311.56      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.65 11/20/40                                                                                                | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      840000 | PA      | $573958.41     | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745959                                                                                                       | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25338 | PA      | $26316.70      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal S.A.                                                                   | MTNA 7 10/15/39                                                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       70000 | PA      | $71672.12      | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: —       |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 5.5 03/01/30                                                                                               | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113088.60     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings                                                                   | Energizer Holdings Term Loan B 225 2027-12-07                                                                   | CUSIP: 29267YAS1<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |      134633 | PA      | $132445.54     | 0.01%             | 2027-12-07      | Floating      | 2.49%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 7.55 04/15/38                                                                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56314.38      | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 5.625 11/18/50                                                                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      330000 | PA      | $327539.07     | 0.02%             | 2050-11-18      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR ZS9316                                                                                                       | CUSIP: 3132AAK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      237623 | PA      | $227407.37     | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB8975                                                                                                       | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       91948 | PA      | $75795.90      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 4928                                                                                                         | CUSIP: 36202FPM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6341 | PA      | $6610.83       | 0.00%             | 2041-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G06669                                                                                                       | CUSIP: 3128M8W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13099 | PA      | $13592.31      | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Asurion                                                                              | Asurion First-lien Term Loan B-9 325 2027-07-26                                                                 | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      236400 | PA      | $207589.93     | 0.01%             | 2027-07-26      | Floating      | 3.47%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 1.433 02/04/24                                                                                               | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      920000 | PA      | $879315.58     | 0.04%             | 2024-02-04      | Fixed         | 1.43%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-9 CB                                                                                                   | CUSIP: 3136ABQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      237210 | PA      | $241410.96     | 0.01%             | 2042-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT8394                                                                                                       | CUSIP: 3138WWKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50046 | PA      | $48561.26      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2.625 03/19/27                                                                                              | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27954.73      | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Company                                                         | PG 3 03/25/30                                                                                                   | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      130000 | PA      | $119167.95     | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9482                                                                                                       | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       78179 | PA      | $64445.17      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9484                                                                                                       | CUSIP: 3133AGRD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       78192 | PA      | $64747.16      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.125 07/20/45                                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $228063.88     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| H&E Equipment Services, Inc.                                                         | HEES 3.875 12/15/28 144A                                                                                        | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42677.25      | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V4.478 04/04/31 MTN                                                                                         | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      420000 | PA      | $395801.22     | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 04/01/30                                                                                              | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      520000 | PA      | $476352.26     | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-179 IO                                                                                                 | CUSIP: 38380RET3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     6881674 | PA      | $487450.28     | 0.02%             | 2062-09-16      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ5876                                                                                                       | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82988 | PA      | $71529.58      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 3.3 04/15/40                                                                                                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      450000 | PA      | $362434.68     | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2.85 04/01/30                                                                                              | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      350000 | PA      | $306454.77     | 0.02%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | GNR 2020-181 WI                                                                                                 | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1268824 | PA      | $140456.35     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Company                                                    | PXD 2.15 01/15/31                                                                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      290000 | PA      | $231419.18     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 8.125 07/15/39                                                                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      260000 | PA      | $322246.96     | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2011-H09 AF                                                                                                 | CUSIP: 38375BLE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       78478 | PA      | $77962.89      | 0.00%             | 2061-03-20      | Floating      | 3.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4280                                                                                                       | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      788900 | PA      | $611289.07     | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR4035                                                                                                       | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168159 | PA      | $138037.93     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Barrick North America Finance LLC                                                    | ABXCN 5.7 05/30/41                                                                                              | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152173.05     | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0758                                                                                                       | CUSIP: 31419AZY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2936 | PA      | $3098.71       | 0.00%             | 2039-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA4703                                                                                                       | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      584143 | PA      | $482525.40     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                              | SMB 2021-A A2B                                                                                                  | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1324039 | PA      | $1159062.82    | 0.06%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-28 B                                                                                                   | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        1298 | PA      | $1322.68       | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holding Inc Escrow                                                   | Lehman Brothers Holding Inc Escrow 5.857% PERP NTS USD (SEC REGD)                                               | CUSIP: 524ESCXA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2330000 | PA      | $0.00          | 0.00%             | 2049-11-29      | Fixed         | 5.86%                 | No            | 3                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA9121                                                                                                       | CUSIP: 3140QHD36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.02          | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Verscend (Cotiviti)                                                                  | Verscend (Cotiviti) Term Loan B 400 2025-08-01                                                                  | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      206299 | PA      | $205396.73     | 0.01%             | 2025-08-01      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 4.75 05/15/42                                                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      230000 | PA      | $196925.86     | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| Pepsico Inc                                                                          | PEP 2.25 03/19/25                                                                                               | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19046.12      | 0.00%             | 2025-03-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM6343                                                                                                       | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86237 | PA      | $71089.13      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR5587                                                                                                       | CUSIP: 3140L4F53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168659 | PA      | $139388.39     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 2.992 03/19/25                                                                                              | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      420000 | PA      | $405315.37     | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: —       |
| Wells Fargo & Company                                                                | WFC V5.013 04/04/51 MTN                                                                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2855403.82    | 0.14%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| CSMC 2020-FACT                                                                       | CSMC 2020-FACT D                                                                                                | CUSIP: 126395AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670000 | PA      | $601165.00     | 0.03%             | 2037-10-15      | Floating      | 7.59%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-129 IE                                                                                                 | CUSIP: 38382JZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      164619 | PA      | $24370.03      | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Deere & Company                                                                      | DE 3.75 04/15/50                                                                                                | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      480000 | PA      | $411434.29     | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| Nike, Inc.                                                                           | NKE 2.4 03/27/25                                                                                                | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      140000 | PA      | $133864.48     | 0.01%             | 2025-03-27      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020-LAB                                               | VLS 2020-LAB B                                                                                                  | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1610000 | PA      | $1229044.30    | 0.06%             | 2042-10-10      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                     | TEP 6 12/31/30 144A                                                                                             | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8660.30       | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: —       |
| Nike, Inc.                                                                           | NKE 2.75 03/27/27                                                                                               | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18737.72      | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| ConocoPhillips Co.                                                                   | COP 6.95 04/15/29                                                                                               | CUSIP: 208251AE8<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      220000 | PA      | $244422.57     | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                          | WMB 3.25 05/15/30                                                                                               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $759254.72     | 0.04%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR1823                                                                                                       | CUSIP: 3140L0AZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84551 | PA      | $69485.92      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZA5297                                                                                                       | CUSIP: 31329N3E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       29567 | PA      | $28264.74      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR5634                                                                                                       | CUSIP: 3140L4HL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171335 | PA      | $141081.20     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| The Williams Companies, Inc.                                                         | WMB 7.75 06/15/31                                                                                               | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1114828.16    | 0.06%             | 2031-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.625 02/15/38                                                                                               | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      210000 | PA      | $217098.02     | 0.01%             | 2038-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 486470                                                                                                       | CUSIP: 36210AMT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         892 | PA      | $919.24        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 781001                                                                                                       | CUSIP: 36225BDE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4787 | PA      | $4818.26       | 0.00%             | 2029-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 535533                                                                                                       | CUSIP: 31384V4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4603 | PA      | $4827.71       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| The Williams Companies, Inc.                                                         | WMB 7.5 01/15/31 A                                                                                              | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110087.55     | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Southern Natural Gas Company                                                         | SONGAS 8 03/01/32                                                                                               | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $441475.24     | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.625 06/15/32                                                                                                | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52986.96      | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                           | S 8.75 03/15/32                                                                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       60000 | PA      | $71541.30      | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 6.625 11/15/30                                                                                             | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      670000 | PA      | $788143.61     | 0.04%             | 2030-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 4802                                                                                                         | CUSIP: 36202FKP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21275 | PA      | $21675.90      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Golden Tree Ln Opportunities Ix Ltd                                                  | GOLD9 2014-9A AR2                                                                                               | CUSIP: 38123HAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      942534 | PA      | $935215.59     | 0.05%             | 2029-10-29      | Floating      | 3.92%                 | Yes           | 2                  | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 3.65 04/15/29                                                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      350000 | PA      | $328983.77     | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2020-M6 A                                                                                                   | CUSIP: 3136B8UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       87885 | PA      | $75596.63      | 0.00%             | 2037-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CLO LTD                                                                     | OR 2020-3A A1L                                                                                                  | CUSIP: 691204AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $586856.10     | 0.03%             | 2032-04-20      | Floating      | 4.51%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole S.A.                                                                 | ACAFP V6.875 PERP 144A                                                                                          | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $287865.00     | 0.01%             | 2049-12-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4.875 03/01/49 B                                                                                            | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31250.18      | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.75 03/25/50                                                                                              | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      160000 | PA      | $140030.56     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| McDonald's Corporation                                                               | MCD 1.45 09/01/25 MTN                                                                                           | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36750.84      | 0.00%             | 2025-09-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: —       |
| Louisville Gas and Electric Company                                                  | PPL 4.25 04/01/49                                                                                               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25233.93      | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 3.25 05/22/29                                                                                              | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9102.15       | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.15 03/22/30                                                                                                | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      490000 | PA      | $434523.55     | 0.02%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 3.482 03/19/30                                                                                              | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      540000 | PA      | $505737.97     | 0.03%             | 2030-03-19      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.625 08/15/24                                                                                              | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      205000 | PA      | $197057.38     | 0.01%             | 2024-08-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: —       |
| CVS Health Corp                                                                      | CVS 3 08/15/26                                                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60874.56      | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Company                                                         | PG 2.8 03/25/27                                                                                                 | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37562.32      | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BM7534                                                                                                       | CUSIP: 3617JYLP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61148 | PA      | $57944.80      | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA4185                                                                                                       | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66462 | PA      | $64946.56      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DH Europe Finance II SARL                                                            | DHR 2.2 11/15/24                                                                                                | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     2275000 | PA      | $2167719.55    | 0.11%             | 2024-11-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Deere & Company                                                                      | DE 3.1 04/15/30                                                                                                 | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45019.79      | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 2.7 04/15/30                                                                                                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      170000 | PA      | $148706.64     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Nigeria (Federal Republic of)                                                        | NGERIA 7.143 02/23/30 REGS                                                                                      | CUSIP: V342A3BZ6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      690000 | PA      | $530854.95     | 0.03%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 4.5 12/06/48                                                                                                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32155.07      | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 784905                                                                                                       | CUSIP: 3622AAKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      190195 | PA      | $169936.43     | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.083 03/20/51 MTN                                                                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      670000 | PA      | $532066.58     | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V3.803 03/11/25                                                                                            | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      625000 | PA      | $608062.22     | 0.03%             | 2025-03-11      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5819                                                                                                       | CUSIP: 36179UPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      187528 | PA      | $187246.51     | 0.01%             | 2049-03-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 4.327 03/19/50                                                                                              | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      190000 | PA      | $168680.11     | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: —       |
| Comcast Corporation                                                                  | CMCSA 3.75 04/01/40                                                                                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      190000 | PA      | $158402.06     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4.2 03/01/29 A                                                                                              | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      400000 | PA      | $382308.81     | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Mars Inc. (Del)                                                                      | MARS 2.7 04/01/25 144A                                                                                          | CUSIP: 571676AA3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190698.84     | 0.01%             | 2025-04-01      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.412 03/31/31                                                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      710000 | PA      | $655446.09     | 0.03%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 3.375 03/27/50                                                                                              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      270000 | PA      | $214081.10     | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| Mars Inc. (Del)                                                                      | MARS 3.2 04/01/30 144A                                                                                          | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      375000 | PA      | $336829.82     | 0.02%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 3.55 07/15/24 144A                                                                                          | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1080083.71    | 0.05%             | 2024-07-15      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| McDonald's Corporation                                                               | MCD 3.5 07/01/27 MTN                                                                                            | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      330000 | PA      | $314041.86     | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3.75 04/01/30                                                                                               | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $996142.72     | 0.05%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corporation                                                         | GD 4.25 04/01/50                                                                                                | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      160000 | PA      | $143361.69     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corporation                                                         | GD 4.25 04/01/40                                                                                                | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27666.34      | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.2 01/31/50                                                                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $438074.13     | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 2.829 01/10/30                                                                                            | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       70000 | PA      | $62127.40      | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.5 04/15/30                                                                                                | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105971.36     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| 3M Company                                                                           | MMM 3.7 04/15/50                                                                                                | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      570000 | PA      | $442230.79     | 0.02%             | 2050-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: —       |
| Welltower OP LLC                                                                     | WELL 3.1 01/15/30                                                                                               | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42426.42      | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Company                                                   | HPE 2.25 04/01/23                                                                                               | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $992640.23     | 0.05%             | 2023-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| McDonald's Corporation                                                               | MCD 4.2 04/01/50 MTN                                                                                            | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      740000 | PA      | $624289.33     | 0.03%             | 2050-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 3.95 04/01/50 20B                                                                                            | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      140000 | PA      | $112358.72     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                            | PRXNA 3.68 01/21/30 144A                                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $167159.32     | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 4.9 08/15/37                                                                                                  | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185756.70     | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3.7 04/01/60                                                                                               | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      460000 | PA      | $344859.67     | 0.02%             | 2060-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Eyecare Partners                                                                     | Eyecare Partners First-lien Term Loan 375 2027-01-19                                                            | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      400375 | PA      | $325639.30     | 0.02%             | 2027-01-19      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5712                                                                                                       | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1786779 | PA      | $1789550.67    | 0.09%             | 2049-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 4.875 01/16/24                                                                                              | CUSIP: 00774MAK1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $346806.71     | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 03/22/27                                                                                                   | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65220.10      | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4 03/22/50                                                                                                   | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      160000 | PA      | $127059.35     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 5.25 05/01/50                                                                                               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179719.71     | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 4.5 04/01/25                                                                                                | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39577.86      | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Discover Financial Services                                                          | DFS 4.5 01/30/26                                                                                                | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62821.02      | 0.00%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 4.625 08/01/29                                                                                              | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |      435000 | PA      | $332507.32     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.85 03/26/50                                                                                                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      310000 | PA      | $263627.93     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 3.25 03/27/40                                                                                               | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      110000 | PA      | $90100.03      | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6093                                                                                                       | CUSIP: 36179UXW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      343522 | PA      | $343146.35     | 0.02%             | 2049-08-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 2.95 08/15/29                                                                                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      475000 | PA      | $417962.98     | 0.02%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| 3M Company                                                                           | MMM 3.05 04/15/30                                                                                               | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44072.17      | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| McDonald's Corporation                                                               | MCD 3.6 07/01/30 MTN                                                                                            | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      160000 | PA      | $147540.64     | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| First Citizens Bank & Trust Company                                                  | FCNCA V2.969 09/27/25 BKNT                                                                                      | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |      550000 | PA      | $520577.32     | 0.03%             | 2025-09-27      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V3.754 11/01/29                                                                                             | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $185728.61     | 0.01%             | 2029-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 2.375 01/28/25                                                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      375000 | PA      | $355928.91     | 0.02%             | 2025-01-28      | Fixed         | 2.38%                 | No            | 2                  | On Loan: —       |
| Intel Corporation                                                                    | INTC 3.25 11/15/49                                                                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3437.32       | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                                            | MEXCAT 3.875 04/30/28 144A                                                                                      | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      360000 | PA      | $329320.80     | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2018-R07 1M2                                                                                                | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       36952 | PA      | $36867.43      | 0.00%             | 2031-04-25      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 4.9 02/15/29                                                                                                | CUSIP: 02666TAB3<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |      309000 | PA      | $293354.22     | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Uruguay (Republic of)                                                                | URUGUA 4.375 01/23/31                                                                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       90000 | PA      | $89579.25      | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.15 01/24/29 MTN                                                                                           | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      125000 | PA      | $118034.87     | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5763                                                                                                       | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1012506 | PA      | $970943.19     | 0.05%             | 2049-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 3.75 06/15/24 144A                                                                                          | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      625000 | PA      | $602539.47     | 0.03%             | 2024-06-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V3.196 06/17/27 MTN                                                                                         | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60351.95      | 0.00%             | 2027-06-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.72 07/22/25 MTN                                                                                           | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      725000 | PA      | $693833.60     | 0.03%             | 2025-07-22      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Regency Centers, L.P.                                                                | REG 2.95 09/15/29                                                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      775000 | PA      | $653822.12     | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Hasbro Inc                                                                           | HAS 3.9 11/19/29                                                                                                | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40196.19      | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                                        | MCMLT 2017-2 A3                                                                                                 | CUSIP: 59980AAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135135 | PA      | $128120.06     | 0.01%             | 2059-07-25      | Floating      | 3.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.023 12/05/24                                                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      975000 | PA      | $961052.90     | 0.05%             | 2024-12-05      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3593                                                                                                       | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54534 | PA      | $53486.35      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.25 04/15/29                                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $680431.18     | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.375 03/15/29                                                                                              | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      500000 | PA      | $485636.13     | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 3.75 01/24/24 MTN                                                                                           | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      365000 | PA      | $360291.17     | 0.02%             | 2024-01-24      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V4.269 03/22/25                                                                                             | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      875000 | PA      | $856339.73     | 0.04%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.375 05/15/24                                                                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      825000 | PA      | $803540.61     | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM1051                                                                                                       | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      845070 | PA      | $828569.89     | 0.04%             | 2049-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 7.5 03/15/27                                                                                                | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297288.33     | 0.01%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Incorporation                                                        | PYPL 2.85 10/01/29                                                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43780.75      | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.884 10/22/30 MTN                                                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $420478.42     | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DH Europe Finance II SARL                                                            | DHR 2.6 11/15/29                                                                                                | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      225000 | PA      | $197872.49     | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Adventist Health Systems (West)                                                      | ADVENT 2.952 03/01/29                                                                                           | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      160000 | PA      | $137651.14     | 0.01%             | 2029-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA2156                                                                                                       | CUSIP: 3140Q9ME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      758101 | PA      | $725402.62     | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.65 01/17/29                                                                                                | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $492690.83     | 0.02%             | 2029-01-17      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.96 01/29/27                                                                                              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      875000 | PA      | $835964.57     | 0.04%             | 2027-01-29      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.875 02/08/29                                                                                               | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $518309.64     | 0.03%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA5818                                                                                                       | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      149227 | PA      | $146750.18     | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Huntsman International LLC                                                           | HUN 4.5 05/01/29                                                                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      325000 | PA      | $293515.04     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V6.625 PERP 144A                                                                                            | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $193947.16     | 0.01%             | 2049-12-31      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.5 06/01/27 *                                                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      675000 | PA      | $672283.38     | 0.03%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.559 04/23/27 MTN                                                                                         | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32872.73      | 0.00%             | 2027-04-23      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.35 05/01/49                                                                                             | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $23245.65      | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Company                                                           | MPC 3.8 04/01/28                                                                                                | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      125000 | PA      | $115721.31     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 3.375 08/15/31                                                                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      325000 | PA      | $285545.53     | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 5.5 01/15/30 144A                                                                                        | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |       55000 | PA      | $52462.58      | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6089                                                                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1425470 | PA      | $1285416.16    | 0.06%             | 2049-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| 3M Company                                                                           | MMM 2.375 08/26/29                                                                                              | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63946.62      | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM1389                                                                                                       | CUSIP: 3140X4RK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      534450 | PA      | $525001.41     | 0.03%             | 2049-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM5538                                                                                                       | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1360842 | PA      | $1372175.05    | 0.07%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5653                                                                                                       | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      586283 | PA      | $587916.52     | 0.03%             | 2048-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.431 01/23/30 GMTN                                                                                         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      175000 | PA      | $164138.46     | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 4.125 03/12/24 144A                                                                                      | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      425000 | PA      | $418518.92     | 0.02%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2019-R02 1M2                                                                                                | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       23873 | PA      | $23845.96      | 0.00%             | 2031-08-25      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| Qatar (State of)                                                                     | QATAR 3.375 03/14/24 144A                                                                                       | CUSIP: 74727PAZ4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      560000 | PA      | $549353.28     | 0.03%             | 2024-03-14      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 3.75 06/01/26 GMTN                                                                                           | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      875000 | PA      | $821214.58     | 0.04%             | 2026-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| W. P. Carey Inc                                                                      | WPC 3.85 07/15/29                                                                                               | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      900000 | PA      | $812560.46     | 0.04%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 3.071 08/15/24                                                                                                | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      675000 | PA      | $651116.90     | 0.03%             | 2024-08-15      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3.25 02/01/35                                                                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       55000 | PA      | $42266.45      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.9 12/15/48                                                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      300000 | PA      | $273910.58     | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 5.625 08/16/32 144A                                                                                       | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $755700.53     | 0.04%             | 2032-08-16      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| GCAT 2022-NQM4 TRUST                                                                 | GCAT 2022-NQM4 A3                                                                                               | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1752481 | PA      | $1629991.18    | 0.08%             | 2067-08-25      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Lincoln National Corporation                                                         | LNC 3.05 01/15/30                                                                                               | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16648.44      | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.65 02/15/25                                                                                               | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      400000 | PA      | $376919.88     | 0.02%             | 2025-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Incorporation                                                        | PYPL 2.65 10/01/26                                                                                              | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46260.52      | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.7 09/15/24                                                                                                | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      625000 | PA      | $612119.43     | 0.03%             | 2024-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5711                                                                                                       | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1843363 | PA      | $1792921.00    | 0.09%             | 2049-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 4.15 02/15/50                                                                                            | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41541.00      | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5817                                                                                                       | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      584132 | PA      | $559570.53     | 0.03%             | 2049-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 3.95 07/01/24 144A                                                                                         | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1175000 | PA      | $1126285.76    | 0.06%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | RGA 3.9 05/15/29                                                                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |       55000 | PA      | $50564.95      | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Flex Ltd.                                                                            | FLEX 4.875 06/15/29                                                                                             | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       35000 | PA      | $33093.56      | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Spirit Realty LP                                                                     | SRC 4 07/15/29                                                                                                  | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |      750000 | PA      | $655483.55     | 0.03%             | 2029-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 3.306 06/27/29                                                                                           | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $350008.58     | 0.02%             | 2029-06-27      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Post Holdings Inc.                                                                   | POST 5.5 12/15/29 144A                                                                                          | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      350000 | PA      | $317450.00     | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V4.11 07/24/34                                                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      275000 | PA      | $236735.10     | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| American Express Company                                                             | AXP 2.5 07/30/24                                                                                                | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      995000 | PA      | $957904.38     | 0.05%             | 2024-07-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.301 10/15/25                                                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $613642.20     | 0.03%             | 2025-10-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 6.45 09/15/36                                                                                               | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127781.88     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 2.875 02/15/25 144A                                                                                        | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      800000 | PA      | $739291.63     | 0.04%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| GCAT 2022-NQM4 TRUST                                                                 | GCAT 2022-NQM4 A2                                                                                               | CUSIP: 36170HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      584160 | PA      | $554475.58     | 0.03%             | 2067-08-25      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| WELLFLEET CLO 2022-2 FRN                                                             | WELLFLEET CLO 2022-2 FRN                                                                                        | CUSIP: 94949FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1250000 | PA      | $1249342.00    | 0.06%             | 2035-10-18      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ0221                                                                                                       | CUSIP: 3138MFG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10253 | PA      | $8848.43       | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT8668                                                                                                       | CUSIP: 3138WWT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13400 | PA      | $11554.24      | 0.00%             | 2043-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H15 FB                                                                                                 | CUSIP: 38376RCZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2298280 | PA      | $2266348.50    | 0.11%             | 2065-06-20      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| Southern Company Gas Capital Corporation                                             | SO 3.25 06/15/26                                                                                                | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      300000 | PA      | $280021.31     | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ipalco Enterprises Inc.                                                              | AES 4.25 05/01/30                                                                                               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1607766.39    | 0.08%             | 2030-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                             | JPMMT 2021-6 A3                                                                                                 | CUSIP: 46653PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1902721 | PA      | $1539221.59    | 0.08%             | 2051-10-25      | Floating      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                 | ESA 2021-ESH A                                                                                                  | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |     6540488 | PA      | $6361770.02    | 0.32%             | 2038-07-15      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| BWAY 2021-1450 MTGE. FRN                                                             | BWAY 2021-1450 MTGE. FRN                                                                                        | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2251697.70    | 0.11%             | 2036-09-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 1 09/17/24 144A                                                                                          | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1063788.30    | 0.05%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| PFP LTD                                                                              | PFP 2021-8 A                                                                                                    | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1919417 | PA      | $1833011.88    | 0.09%             | 2037-08-16      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Realkredit Danmark A/S                                                               | RDKRE 1.5 10/01/53 23S                                                                                          | CUSIP: BP2299314<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.11          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            | 3                  | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2007-HY1 2A3                                                                                               | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71390 | PA      | $63755.64      | 0.00%             | 2037-02-25      | Floating      | 3.09%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR9291                                                                                                       | CUSIP: 3138W7KD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327422 | PA      | $283148.20     | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 669959                                                                                                       | CUSIP: 36295GJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      872880 | PA      | $781704.13     | 0.04%             | 2045-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V1.375 09/03/26 EMTN                                                                                         | CUSIP: D1T7F62H0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1464947.44    | 0.07%             | 2026-09-03      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V2.896 03/15/32                                                                                           | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $932927.78     | 0.05%             | 2032-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2 04/14/33 REGS                                                                                          | CUSIP: X7360WBT8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2400000 | PA      | $1653066.92    | 0.08%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| LENDMARK FUNDING TRUST                                                               | LFT 2021-1A A                                                                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $1873120.81    | 0.09%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| KREST COMMERCIAL MORTGAGE SECURITIES TRUST                                           | KREST 2021-CHIP A                                                                                               | CUSIP: 50085PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $1716521.17    | 0.09%             | 2044-11-07      | Fixed         | 2.56%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                  | SUMIBK 1.902 09/17/28                                                                                           | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2300000 | PA      | $1903269.24    | 0.09%             | 2028-09-17      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS                                        | CGCMT 2021-KEYS A                                                                                               | CUSIP: 17291GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2251219.30    | 0.11%             | 2036-10-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 1.8 10/01/24                                                                                                  | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2157400.61    | 0.11%             | 2024-10-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| AREIT 2021-CRE5 LTD                                                                  | AREIT 2021-CRE5 A                                                                                               | CUSIP: 04002PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1997309 | PA      | $1916270.38    | 0.10%             | 2038-11-17      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| CSMC Trust                                                                           | CSMC 2021-JR2 A1                                                                                                | CUSIP: 12659NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1139659 | PA      | $1081632.43    | 0.05%             | 2061-11-25      | Floating      | 2.21%                 | Yes           | 2                  | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV3                                                         | UWM 2021-INV3 A9                                                                                                | CUSIP: 90355RAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2101058 | PA      | $1929823.52    | 0.10%             | 2051-11-27      | Floating      | 3.82%                 | Yes           | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V4.655 08/22/28 144A                                                                                     | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1636921.52    | 0.08%             | 2028-08-22      | Fixed         | 4.66%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C00896                                                                                                       | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1598 | PA      | $1672.17       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 3001                                                                                                         | CUSIP: 36202DKN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3660 | PA      | $3838.05       | 0.00%             | 2030-11-20      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2000-32 FM                                                                                                  | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        3359 | PA      | $3331.49       | 0.00%             | 2030-10-18      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| Masco Corporation                                                                    | MAS 1.5 02/15/28                                                                                                | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1828276.44    | 0.09%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.469 04/15/34 144A                                                                                        | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $1680990.73    | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                                | CRSNT 2021-MOON A                                                                                               | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2354312.38    | 0.12%             | 2036-04-15      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Owl Rock Capital Corporation                                                         | ORCC 2.875 06/11/28                                                                                             | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1730211.89    | 0.09%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                            | GOOD 2021-3CS A                                                                                                 | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1961527 | PA      | $1402831.55    | 0.07%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| STWD 2021-HTS MORTGAGE TRUST                                                         | STWD 2021-HTS A                                                                                                 | CUSIP: 78486DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1959000 | PA      | $1897188.36    | 0.09%             | 2034-04-17      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                           | BAMLL 2021-JACX A                                                                                               | CUSIP: 05493LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2161434.09    | 0.11%             | 2038-09-15      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2 LLC                                                     | SUNRN 2021-2A A                                                                                                 | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |     2188414 | PA      | $1715474.63    | 0.09%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| Navient Private Education Loan Trust 2015-B                                          | NAVSL 2015-BA A3                                                                                                | CUSIP: 63939KAC3<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |     1813391 | PA      | $1788460.58    | 0.09%             | 2040-07-16      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST                                                 | AAL 2.875 07/11/34 A                                                                                            | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $1862413.04    | 0.09%             | 2036-01-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 3.375 04/01/30 C                                                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      225000 | PA      | $199335.41     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| Credit Suisse AG New York Branch                                                     | CS 2.95 04/09/25                                                                                                | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      375000 | PA      | $338046.19     | 0.02%             | 2025-04-09      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| Biogen Inc                                                                           | BIIB 3.15 05/01/50                                                                                              | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       30000 | PA      | $19940.88      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| Newcrest Finance Pty Ltd                                                             | NCMAU 3.25 05/13/30 144A                                                                                        | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |      175000 | PA      | $146854.21     | 0.01%             | 2030-05-13      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 3.127 05/29/50                                                                                            | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       15000 | PA      | $10768.56      | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 3.375 07/01/25                                                                                               | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $947900.35     | 0.05%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA5501                                                                                                       | CUSIP: 3133A0DE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      395657 | PA      | $385148.22     | 0.02%             | 2049-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.3 08/01/40                                                                                                | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      125000 | PA      | $85539.40      | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V1.898 07/23/31 MTN                                                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $887880.37     | 0.04%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 3.375 02/15/31 144A                                                                                      | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      780000 | PA      | $509940.82     | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: —       |
| AT&T Inc                                                                             | T 1.65 02/01/28                                                                                                 | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84771.83      | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6287                                                                                                       | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      238167 | PA      | $238932.91     | 0.01%             | 2049-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 2.823 05/20/30                                                                                              | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      650000 | PA      | $560947.19     | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.75 05/15/40                                                                                               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      700000 | PA      | $514012.90     | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                   | ABNANV V4.375 PERP                                                                                              | CUSIP: N0R37U2J4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $395915.38     | 0.02%             | 2049-12-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.1 08/01/27                                                                                                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      250000 | PA      | $214016.91     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Servicenow Inc                                                                       | NOW 1.4 09/01/30                                                                                                | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |      675000 | PA      | $519569.05     | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.25 02/01/32                                                                                                 | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      275000 | PA      | $217074.06     | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 3.452 04/15/51                                                                                              | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       40000 | PA      | $30293.62      | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.182 06/01/28                                                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61405.63      | 0.00%             | 2028-06-01      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.75 06/01/31                                                                                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $145935.45     | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fidelity National Financial, Inc.                                                    | FNF 3.4 06/15/30                                                                                                | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29705.95      | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.5 02/01/31                                                                                                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      450000 | PA      | $352660.43     | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.95 07/01/50                                                                                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7838.89       | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 3.875 10/15/47 *                                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31427.39      | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Xerox Holdings Corporation                                                           | XRX 5 08/15/25 144A                                                                                             | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1136576.54    | 0.06%             | 2025-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers                                                       | NEUB 2018-29A A1                                                                                                | CUSIP: 64130XAA4<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $741626.40     | 0.04%             | 2031-10-20      | Floating      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse AG New York Branch                                                     | CS 2.95 04/09/25                                                                                                | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      290000 | PA      | $261422.39     | 0.01%             | 2025-04-09      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8033                                                                                                       | CUSIP: 3132DV4S1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |       32539 | PA      | $31820.36      | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sysco Corporation                                                                    | SYY 6.6 04/01/40                                                                                                | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      650000 | PA      | $703555.50     | 0.04%             | 2040-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 2.75 07/03/30                                                                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      260000 | PA      | $236801.50     | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 3.25 04/06/50                                                                                            | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      310000 | PA      | $225541.00     | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Exelon Corporation                                                                   | EXC 4.05 04/15/30                                                                                               | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      325000 | PA      | $303269.62     | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.6 05/01/30                                                                                                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89580.98      | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                                  | EOG 4.375 04/15/30                                                                                              | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38932.64      | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.106 04/08/26                                                                                               | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      190000 | PA      | $179828.64     | 0.01%             | 2026-04-08      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 2.45 05/01/50                                                                                             | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $22074.63      | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Banner Health                                                                        | BANNER 2.338 01/01/30                                                                                           | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      865000 | PA      | $731391.51     | 0.04%             | 2030-01-01      | Fixed         | 2.34%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                                  | EOG 4.95 04/15/50                                                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      490000 | PA      | $472774.76     | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| Credit Suisse Group AG                                                               | CS V4.194 04/01/31 144A                                                                                         | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      380000 | PA      | $296520.81     | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.633 04/06/30                                                                                             | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      270000 | PA      | $248940.03     | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 2.05 04/15/30                                                                                                 | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      270000 | PA      | $229354.16     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Emory University                                                                     | EMORYU 2.143 09/01/30 2020                                                                                      | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $973945.98     | 0.05%             | 2030-09-01      | Fixed         | 2.14%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.65 06/01/51                                                                                                 | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      725000 | PA      | $517494.89     | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.476 01/25/39                                                                                             | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      250000 | PA      | $229597.82     | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3.5 04/01/40                                                                                               | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      620000 | PA      | $507867.37     | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 6.5 07/15/25                                                                                                | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      290000 | PA      | $294363.26     | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hormel Foods Corp                                                                    | HRL 1.8 06/11/30                                                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28608.70      | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 1.571 04/15/23                                                                                              | CUSIP: 30231GBL5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29721.92      | 0.00%             | 2023-04-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.5 04/01/25                                                                                                 | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      320000 | PA      | $308161.42     | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 3 07/15/50                                                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       10000 | PA      | $6377.07       | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UDR Inc                                                                              | UDR 2.1 08/01/32 MTN                                                                                            | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      150000 | PA      | $111042.25     | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3.5 04/01/50                                                                                               | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      800000 | PA      | $609884.01     | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.622 04/01/31 MTN                                                                                          | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      760000 | PA      | $667075.67     | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.25 04/01/50                                                                                               | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       80000 | PA      | $64530.62      | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| Home Depot Inc                                                                       | HD 2.5 04/15/27                                                                                                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83086.91      | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| Fox Corporation                                                                      | FOXA 4.709 01/25/29                                                                                             | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242627.43     | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 4.03 01/25/24                                                                                              | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296733.01     | 0.01%             | 2024-01-25      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 3.35 04/15/50                                                                                                | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      540000 | PA      | $404841.67     | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.125 04/01/40                                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      460000 | PA      | $386620.37     | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 2.746 05/28/25                                                                                           | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1311562.77    | 0.07%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.5 06/01/41                                                                                                  | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $301909.77     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3.625 04/01/27                                                                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190372.77     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 3.35 04/01/30 20A                                                                                            | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      130000 | PA      | $117554.84     | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BS1757                                                                                                       | CUSIP: 3617MB5S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30108 | PA      | $29394.34      | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Intuit Inc                                                                           | INTU 1.35 07/15/27                                                                                              | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      175000 | PA      | $151877.53     | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3 02/14/31 144A                                                                                          | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      130000 | PA      | $102889.28     | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUST                                  | WFMBS 2019-3 A1                                                                                                 | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29690 | PA      | $27163.85      | 0.00%             | 2049-07-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Rush University System for Health                                                    | RUSHOB 3.922 11/15/29 2020                                                                                      | CUSIP: 78200JAA0<br>LEI: ZF7C375GL43TFX8CCS02 | Long             | DBT              | CORP              | US        |      400000 | PA      | $369497.88     | 0.02%             | 2029-11-15      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                                                                         | AGR 3.2 04/15/25                                                                                                | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $263178.83     | 0.01%             | 2025-04-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                                   | AIG 3.4 06/30/30                                                                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $221688.68     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                | WFCM 2017-RC1 D                                                                                                 | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $108753.29     | 0.01%             | 2060-01-16      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 4.75 06/01/30                                                                                                | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $201811.56     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.624 05/26/30 144A                                                                                      | CUSIP: X7360WBL5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $219690.88     | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V2.393 06/02/28 MTN                                                                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61981.21      | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V2.219 06/09/26 144A                                                                                        | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $965741.90     | 0.05%             | 2026-06-09      | Fixed         | 2.22%                 | Yes           | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 2.875 01/15/26 MTN                                                                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      950000 | PA      | $880862.10     | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Company                                                   | HPE 4.45 10/02/23                                                                                               | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248581.19     | 0.01%             | 2023-10-02      | Fixed         | 4.45%                 | No            | 2                  | On Loan: —       |
| General Electric Company                                                             | GE 4.35 05/01/50                                                                                                | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       45000 | PA      | $37152.34      | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2002-AR6 A                                                                                                 | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2921 | PA      | $2629.86       | 0.00%             | 2042-06-25      | Floating      | 2.97%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 847259                                                                                                       | CUSIP: 3128JRB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         554 | PA      | $540.84        | 0.00%             | 2034-03-01      | Variable      | 2.68%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corporation                                                         | COST 1.6 04/20/30                                                                                               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      550000 | PA      | $452766.19     | 0.02%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR V2.852 05/07/26                                                                                            | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $744631.88     | 0.04%             | 2026-05-07      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.956 05/13/31                                                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $165712.92     | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| The East Ohio Gas Company                                                            | D 2 06/15/30 144A                                                                                               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |      125000 | PA      | $98908.05      | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 2.4 06/15/25                                                                                               | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      140000 | PA      | $131513.03     | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Costar Group Inc                                                                     | CSGP 2.8 07/15/30 144A                                                                                          | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $513361.56     | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 2.05 03/31/30                                                                                            | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $574796.48     | 0.03%             | 2030-03-31      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6221                                                                                                       | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      181197 | PA      | $177222.23     | 0.01%             | 2049-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.576 01/25/49                                                                                             | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18055.11      | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 3.85 04/09/25                                                                                               | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97722.68      | 0.00%             | 2025-04-09      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.522 04/22/31                                                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41145.56      | 0.00%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP V1.907 06/16/26 144A                                                                                      | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      375000 | PA      | $342424.99     | 0.02%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V1.4 07/01/26 144A                                                                                       | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $900627.73     | 0.04%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ3670                                                                                                       | CUSIP: 3138MKCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5311 | PA      | $4592.73       | 0.00%             | 2042-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 788303                                                                                                       | CUSIP: 31295MGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2039 | PA      | $2011.11       | 0.00%             | 2031-07-01      | Variable      | 4.23%                 | No            | 2                  | On Loan: No      |
| Structured Adj Rate Mtg Loan Trust                                                   | SARM 2005-19XS 2A1                                                                                              | CUSIP: 863579YU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2447 | PA      | $2447.78       | 0.00%             | 2035-10-25      | Floating      | 16.35%                | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 1.15 03/01/26                                                                                               | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1934718.40    | 0.10%             | 2026-03-01      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 2.95 03/15/31                                                                                              | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      540000 | PA      | $437242.48     | 0.02%             | 2031-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| CSMC 2021-ADV                                                                        | CSMC 2021-ADV A                                                                                                 | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2447408.73    | 0.12%             | 2038-07-15      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING LLC                                                 | RCMT 2021-FL6 A                                                                                                 | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050812 | PA      | $1955043.95    | 0.10%             | 2036-07-25      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.125 09/15/31                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $957849.52     | 0.05%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: —       |
| LUXE TRUST                                                                           | LUXE 2021-TRIP A                                                                                                | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      796030 | PA      | $762582.10     | 0.04%             | 2038-10-15      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Berry Global Inc                                                                     | BERY 1.57 01/15/26                                                                                              | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1874986.69    | 0.09%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                              | NYO 2021-1290 A                                                                                                 | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2091654.85    | 0.10%             | 2038-12-15      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| ResLoC UK 2007-1 PLC                                                                 | RLOC 2007-1X A3B                                                                                                | CUSIP: G7521KAD5<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-O            | CORP              | GB        |      168003 | PA      | $191879.47     | 0.01%             | 2043-12-17      | Floating      |  | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H23 FA                                                                                                 | CUSIP: 38376RHD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      397409 | PA      | $390567.92     | 0.02%             | 2065-09-20      | Floating      | 3.76%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H26 FA                                                                                                 | CUSIP: 38376RJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      864673 | PA      | $856017.04     | 0.04%             | 2065-10-20      | Floating      | 3.61%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ6406                                                                                                       | CUSIP: 3138YYDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      486657 | PA      | $437915.18     | 0.02%             | 2045-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V1.75 11/19/30 EMTN                                                                                          | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $674449.48     | 0.03%             | 2030-11-19      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                                       | MFIT 2021-AA A                                                                                                  | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $1890836.20    | 0.09%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           | 2                  | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 2.55 04/01/32                                                                                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $842051.21     | 0.04%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| Jyske Realkredit A/S                                                                 | JYKRE 1.5 10/01/53 CCE                                                                                          | CUSIP: K5S69JBP7<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.11          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            | 3                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.5 09/15/53                                                                                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1664000 | PA      | $1129671.04    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.25 01/15/29                                                                                              | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1859373.30    | 0.09%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SREIT TRUST 2021-IND                                                                 | SREIT 2021-IND A                                                                                                | CUSIP: 78473JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2211927.37    | 0.11%             | 2038-10-15      | Floating      | 4.58%                 | Yes           | 2                  | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV3                                                         | UWM 2021-INV3 A3                                                                                                | CUSIP: 90355RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2923212 | PA      | $2364756.67    | 0.12%             | 2051-11-25      | Floating      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C60447                                                                                                       | CUSIP: 31298YP88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6215 | PA      | $6209.18       | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C00882                                                                                                       | CUSIP: 31292G6T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1381 | PA      | $1442.58       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR3955                                                                                                       | CUSIP: 3138W1MD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431048 | PA      | $372728.07     | 0.02%             | 2043-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                                     | WELL 4.25 04/01/26                                                                                              | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      898000 | PA      | $871753.09     | 0.04%             | 2026-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Adani Green Energy Ltd                                                               | ADGREG 6.25 12/10/24 REGS                                                                                       | CUSIP: Y0R19CAA4<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1660900.00    | 0.08%             | 2024-12-10      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                   | CNP F 03/02/23                                                                                                  | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1208000 | PA      | $1207430.18    | 0.06%             | 2023-03-02      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Company                                                            | AEP 2.7 04/01/31 AA                                                                                             | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1821059.45    | 0.09%             | 2031-04-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GPMT LTD                                                                             | GPMT 2021-FL3 A                                                                                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1384763 | PA      | $1369453.82    | 0.07%             | 2035-07-18      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| SALT 2021-1 TRUST                                                                    | SALTT 2021-1A AA                                                                                                | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1938906 | PA      | $1727347.23    | 0.09%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| EPR Properties                                                                       | EPR 3.6 11/15/31                                                                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1676747.54    | 0.08%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING LLC                                                 | RCMT 2021-FL7 A                                                                                                 | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2259739 | PA      | $2167800.24    | 0.11%             | 2036-11-25      | Floating      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS1999                                                                                                       | CUSIP: 3138WBGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124978 | PA      | $106946.73     | 0.01%             | 2043-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H30 FA                                                                                                 | CUSIP: 38376RKZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        1742 | PA      | $1715.97       | 0.00%             | 2061-08-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MF1 2021-FL5 LTD                                                                     | MF1 2021-FL5 A                                                                                                  | CUSIP: 55282XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      988354 | PA      | $960624.23     | 0.05%             | 2031-03-17      | Floating      | 4.51%                 | Yes           | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                       | NSANY 2.75 03/09/28 144A                                                                                        | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1788270.66    | 0.09%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| DOLP TRUST 2021-NYC                                                                  | DOLP 2021-NYC A                                                                                                 | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $1679466.29    | 0.08%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31                                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $986827.37     | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Public Storage                                                                       | PSA 0.5 09/09/30                                                                                                | CUSIP: 74460DAF6<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1617974.57    | 0.08%             | 2030-09-09      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BX 2021-21M MORTGAGE TRUST                                                           | BX 2021-21M A                                                                                                   | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1713527 | PA      | $1649000.61    | 0.08%             | 2036-10-15      | Floating      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.375 01/28/50 REGS                                                                                      | CUSIP: X7360WBF8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       70000 | PA      | $43397.03      | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6541                                                                                                       | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7876096 | PA      | $7058414.07    | 0.35%             | 2050-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ludgate Funding PLC                                                                  | LGATE 2008-W1X A1                                                                                               | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |      405916 | PA      | $467707.65     | 0.02%             | 2061-01-01      | Floating      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| Hammerson PLC                                                                        | HMSOLN 3.5 10/27/25                                                                                             | CUSIP: G4273QAQ0<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104852.97     | 0.01%             | 2025-10-27      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.95 03/01/26                                                                                               | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      800000 | PA      | $734949.12     | 0.04%             | 2026-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.375 10/15/26                                                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1406239.70    | 0.07%             | 2026-10-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 2.4 03/15/30                                                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      550000 | PA      | $462939.93     | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.3 04/01/27                                                                                              | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1276128.91    | 0.06%             | 2027-04-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Skyworks Solutions, Inc.                                                             | SWKS 1.8 06/01/26                                                                                               | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1940212.53    | 0.10%             | 2026-06-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: —       |
| CSWF 2021-SOP2                                                                       | CSWF 2021-SOP2 A                                                                                                | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1551053 | PA      | $1477439.86    | 0.07%             | 2034-06-15      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| Archer-Daniels-Midland Company                                                       | ADM 3.25 03/27/30                                                                                               | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136033.16     | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2 01/28/32 144A                                                                                          | CUSIP: X7360WBE1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       70000 | PA      | $50268.47      | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 2.25 08/15/31 C                                                                                               | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1842490.59    | 0.09%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33                                                                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1637000 | PA      | $1267764.83    | 0.06%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.496 02/13/31 MTN                                                                                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61295.71      | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ELMWOOD CLO IV LTD                                                                   | ELMW4 2020-1A A                                                                                                 | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2550000 | PA      | $2511131.63    | 0.12%             | 2033-04-15      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 1.65 09/17/26 144A                                                                                       | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2034023.77    | 0.10%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 2.95 04/01/30                                                                                              | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      121000 | PA      | $103951.67     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Apidos Clo XXIII                                                                     | APID 2015-23A AR                                                                                                | CUSIP: 03765YAU8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1475415.90    | 0.07%             | 2033-04-15      | Floating      | 3.73%                 | Yes           | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.6 03/25/40                                                                                               | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9192.26       | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 4.95 03/31/30                                                                                              | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $191699.09     | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 4.65 04/01/30                                                                                               | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72621.62      | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                            | ADBE 2.3 02/01/30                                                                                               | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      650000 | PA      | $557314.28     | 0.03%             | 2030-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Voya Clo 2019-1 Ltd / Llc                                                            | VOYA 2019-1A AR                                                                                                 | CUSIP: 92917NAJ7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1674724.57    | 0.08%             | 2031-04-15      | Floating      | 3.57%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.15 03/22/30                                                                                                | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      975000 | PA      | $864613.20     | 0.04%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.493 03/24/31                                                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70416.94      | 0.00%             | 2031-03-24      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V4.194 04/01/31 144A                                                                                         | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $195079.48     | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| Capital One Financial Corporation                                                    | COF V5.247 07/26/30                                                                                             | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1147871.50    | 0.06%             | 2030-07-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BABSON CLO LTD/CAYMAN FRN                                                            | BABSON CLO LTD/CAYMAN FRN                                                                                       | CUSIP: 06762QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $997531.00     | 0.05%             | 2033-07-20      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.699 01/22/31 GMTN                                                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $893155.69     | 0.04%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 3.2 03/15/40                                                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      675000 | PA      | $514844.05     | 0.03%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.6 04/01/40                                                                                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      400000 | PA      | $298796.95     | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 3.8 04/15/50                                                                                                | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      300000 | PA      | $236205.98     | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.772 07/28/30                                                                                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1149620.17    | 0.06%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: —       |
| Nationwide Building Society                                                          | NWIDE 4.85 07/27/27 144A                                                                                        | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $635475.18     | 0.03%             | 2027-07-27      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| EQT Corporation                                                                      | EQT 7 02/01/30                                                                                                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36358.00      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.6 PERP HH                                                                                                | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      632000 | PA      | $558530.00     | 0.03%             | 2049-12-31      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corporation                                                           | KMB 2.875 02/07/50                                                                                              | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3459.33       | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            | 2                  | On Loan: —       |
| Berkshire Hathaway Finance Corporation                                               | BRK 1.85 03/12/30                                                                                               | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      725000 | PA      | $610818.35     | 0.03%             | 2030-03-12      | Fixed         | 1.85%                 | No            | 2                  | On Loan: —       |
| Comcast Corporation                                                                  | CMCSA 3.75 04/01/40                                                                                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62527.13      | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 6.5 07/15/27                                                                                               | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      355000 | PA      | $357829.34     | 0.02%             | 2027-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 6.375 12/15/38                                                                                           | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |        5000 | PA      | $5551.91       | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | NWMLIC 6.063 03/30/40 144A                                                                                      | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309653.01     | 0.02%             | 2040-03-30      | Fixed         | 6.06%                 | Yes           | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 3.5 04/08/30                                                                                               | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      125000 | PA      | $111363.34     | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| MasterCard Incorporated                                                              | MA 3.3 03/26/27                                                                                                 | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      250000 | PA      | $238888.38     | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Company                                                          | EXC 3.8 10/01/42                                                                                                | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      300000 | PA      | $246531.57     | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH9735                                                                                                       | CUSIP: 3138ABY94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49718 | PA      | $49383.61      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8013                                                                                                       | CUSIP: 3132DV3W3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |      291687 | PA      | $285263.50     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BlackRock, Inc.                                                                      | BLK 2.4 04/30/30                                                                                                | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |       70000 | PA      | $60032.65      | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-111 B                                                                                                  | CUSIP: 3136A9EA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       10965 | PA      | $11531.12      | 0.00%             | 2042-10-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Prospect Capital Corporation                                                         | PSEC 3.437 10/15/28                                                                                             | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19218.02      | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.375 01/28/50 144A                                                                                      | CUSIP: X7360WBD3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $37197.45      | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Venture 39 Clo Ltd / Llc                                                             | VENTR 2020-39A A1                                                                                               | CUSIP: 92332TAB8<br>LEI: 549300VI1BOFEK7C6D74 | Long             | ABS-CBDO         | CORP              | KY        |     2525000 | PA      | $2449901.20    | 0.12%             | 2033-04-15      | Floating      | 3.79%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4.95 02/15/28                                                                                               | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60988.38      | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.35 02/15/33                                                                                               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1972313.36    | 0.10%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Exelon Corporation                                                                   | EXC 4.7 04/15/50                                                                                                | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22160.99      | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| eBay Inc.                                                                            | EBAY 5.95 11/22/27                                                                                              | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46360.09      | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 5.9 09/15/37 144A                                                                                        | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30204.47      | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA8213                                                                                                       | CUSIP: 3133KQDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1167678 | PA      | $1204709.29    | 0.06%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 3.5 08/15/27 WI                                                                                            | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1098904.17    | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| Carrington Mtg Nc5                                                                   | CARR 2006-NC5 A3                                                                                                | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1190440 | PA      | $1009628.17    | 0.05%             | 2036-10-25      | Floating      | 2.71%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 4.75 05/15/42                                                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      480000 | PA      | $410975.71     | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| Taco Bell Funding Llc                                                                | BELL 2018-1A A2II                                                                                               | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1248000 | PA      | $1170679.41    | 0.06%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.2 01/15/33                                                                                               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      475000 | PA      | $474191.34     | 0.02%             | 2033-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0294                                                                                                       | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8656671 | PA      | $8516824.48    | 0.42%             | 2050-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corporation                                                         | Truist Financial Corporation FXD-FRN SNR 28/10/2033 USD (SEC REGD) (G)                                          | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21182.83      | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN BR6352                                                                                                       | CUSIP: 3140L5BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159085 | PA      | $136615.61     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB4693                                                                                                       | CUSIP: 3140QQGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1988474 | PA      | $2024947.00    | 0.10%             | 2052-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0354                                                                                                       | CUSIP: 3140XFMC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5373578 | PA      | $4391266.80    | 0.22%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB5306                                                                                                       | CUSIP: 3140QQ3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1055399 | PA      | $1086936.39    | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                          | DT 8.25 06/15/30                                                                                                | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       35000 | PA      | $41477.36      | 0.00%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 9.625 12/15/30                                                                                           | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $30089.19      | 0.00%             | 2030-12-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Progress Energy, Inc.                                                                | DUK 7.75 03/01/31                                                                                               | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |      350000 | PA      | $398653.67     | 0.02%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                    | TWC 8.375 03/15/23                                                                                              | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      975000 | PA      | $981170.53     | 0.05%             | 2023-03-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 7.05 03/15/33                                                                                             | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       55000 | PA      | $63756.78      | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01840                                                                                                       | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1489 | PA      | $1524.77       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| J.G.WENTWORTH XXXV LLC                                                               | HENDR 2015-2A A                                                                                                 | CUSIP: 46619RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       67433 | PA      | $58648.76      | 0.00%             | 2058-03-15      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 4.5 09/15/32                                                                                                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      475000 | PA      | $466925.03     | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| McDonald's Corporation                                                               | MCD 4.6 09/09/32                                                                                                | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      375000 | PA      | $369189.38     | 0.02%             | 2032-09-09      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.             | JCI 4.9 12/01/32                                                                                                | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $198053.02     | 0.01%             | 2032-12-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc.                                                               | MU 6.75 11/01/29                                                                                                | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40861.10      | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bombardier Recreational Products                                                     | Bombardier Recreational Products Term Loan B (Incremental) 350 2029-12-03                                       | CUSIP: 09776MAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      250000 | PA      | $245625.00     | 0.01%             | 2029-12-03      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV4651                                                                                                       | CUSIP: 3140MJEZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      880697 | PA      | $720040.26     | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA8214                                                                                                       | CUSIP: 3133KQDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      779197 | PA      | $802479.12     | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Spectrum Management Holding Company LLC                                              | TWC 7.3 07/01/38                                                                                                | CUSIP: 88732JAN8<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19971.51      | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 6.7 09/15/38                                                                                                | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26480.72      | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Credit Suisse AG                                                                     | CS 6.5 08/08/23 144A                                                                                            | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $218408.85     | 0.01%             | 2023-08-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: —       |
| Plains All American Pipeline L.P./PAA Finance Corp.                                  | PAA 3.85 10/15/23                                                                                               | CUSIP: 72650RBD3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1356029.26    | 0.07%             | 2023-10-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: —       |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2005-AR8 1A1A                                                                                              | CUSIP: 92922FR67<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      226014 | PA      | $209152.69     | 0.01%             | 2045-06-25      | Floating      | 3.33%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 5.25 09/01/35                                                                                               | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26427.03      | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cwheq Inc                                                                            | CWHEL 2005-F 2A                                                                                                 | CUSIP: 126685AK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19073 | PA      | $18301.75      | 0.00%             | 2035-12-15      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 6.5 11/15/35                                                                                              | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7847.42       | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 6.875 01/26/39                                                                                              | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32990.46      | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 4.5 04/15/23                                                                                                | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      246000 | PA      | $245969.25     | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| Freeport-McMoRan Inc.                                                                | FCX 5.45 03/15/43                                                                                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18085.90      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| The Mosaic Company                                                                   | MOS 5.45 11/15/33                                                                                               | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29363.00      | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Standard Buildings Solutions Inc.                                                    | BMCAUS 5 02/15/27 144A                                                                                          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184843.61     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Brunswick Corporation                                                                | BC 5.1 04/01/52                                                                                                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |       15000 | PA      | $10900.84      | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Imperial Dade                                                                        | Imperial Dade Term Loan B (Incremental) 462.5 2026-06-01                                                        | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      497500 | PA      | $485062.50     | 0.02%             | 2026-06-01      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 6.25 03/15/33                                                                                              | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30605.85      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc                                                     | PNC V6.037 10/28/33                                                                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41913.98      | 0.00%             | 2033-10-28      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD8820                                                                                                       | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9119301 | PA      | $7454941.03    | 0.37%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.6 07/15/41                                                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       77000 | PA      | $72597.47      | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NOV Inc.                                                                             | NOV 3.95 12/01/42                                                                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14097.29      | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| American Equity Investment Life Holding Company                                      | AEL 5 06/15/27                                                                                                  | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1187426.26    | 0.06%             | 2027-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HV EIGHT LLC TL                                                                      | HV EIGHT LLC TL                                                                                                 | CUSIP: 8599989L2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $797158.84     | 0.04%             | 2025-12-22      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Sonic Cap Llc                                                                        | SONIC 2021-1A A2II                                                                                              | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      790000 | PA      | $574188.98     | 0.03%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V3.116 10/19/32 144A                                                                                     | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      875000 | PA      | $643107.58     | 0.03%             | 2032-10-19      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5 10/15/27                                                                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      600000 | PA      | $594006.94     | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA6032                                                                                                       | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      823562 | PA      | $709683.60     | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2772                                                                                                       | CUSIP: 3140XJCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52653 | PA      | $45410.99      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.25 01/15/33                                                                                               | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      675000 | PA      | $699394.81     | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V6.361 10/27/28                                                                                            | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61934.89      | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 6.1 10/15/52                                                                                                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27014.86      | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 6.9 11/09/52                                                                                               | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1193801.10    | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V9.016 11/15/33 144A                                                                                         | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $720786.56     | 0.04%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: —       |
| OBX 2022-NQM9 TRUST                                                                  | OBX 2022-NQM9 A1A                                                                                               | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149280 | PA      | $148779.98     | 0.01%             | 2062-08-01      | Floating      | 10.75%                | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3441                                                                                                       | CUSIP: 3140XJZF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559647 | PA      | $575001.89     | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 6.11 01/29/37                                                                                               | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $509035.07     | 0.03%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 5.95 04/01/41                                                                                                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10973.16      | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 3.5 12/15/42                                                                                                | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      500000 | PA      | $418170.69     | 0.02%             | 2042-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4597                                                                                                       | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      965307 | PA      | $788543.70     | 0.04%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1406                                                                                                       | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2999701 | PA      | $2450356.38    | 0.12%             | 2052-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 6.461 11/01/52                                                                                           | CUSIP: 20268JAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1086089.28    | 0.05%             | 2052-11-01      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Holding LLC                                                            | GEHC 6.377 11/22/52 144A                                                                                        | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      320000 | PA      | $346473.66     | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| General Electric Company                                                             | GE 5.875 01/14/38 MTN                                                                                           | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20521.22      | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 6.2 01/15/38                                                                                                | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       40000 | PA      | $44440.60      | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6.875 02/15/38                                                                                              | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       40000 | PA      | $47334.53      | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| McDonald's Corporation                                                               | MCD 6.3 03/01/38 MTN                                                                                            | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       35000 | PA      | $38423.41      | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| SLM Student Loan Trust                                                               | SLMA 2005-4 A3                                                                                                  | CUSIP: 78442GPG5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |        8567 | PA      | $8554.66       | 0.00%             | 2027-01-25      | Floating      | 2.90%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.5 01/15/40                                                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79011.37      | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Spectrum Management Holding Company LLC                                              | TWC 5.875 11/15/40                                                                                              | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87941.89      | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0378                                                                                                       | CUSIP: 31419AM46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.03          | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-153 B                                                                                                  | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       36746 | PA      | $39002.46      | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Boyd Corp                                                                            | Boyd Corp First-lien Term Loan 350 2025-07-25                                                                   | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      596891 | PA      | $572827.53     | 0.03%             | 2025-07-25      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 4.85 04/17/28                                                                                             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $379437.11     | 0.02%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Cast & Crew                                                                          | Cast & Crew Term Loan B (Add-on) 375 2026-02-01                                                                 | CUSIP: 14835JAN0<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      249354 | PA      | $246437.81     | 0.01%             | 2026-02-01      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD6808                                                                                                       | CUSIP: 3133B4R56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34593 | PA      | $28284.77      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 4.625 01/15/33                                                                                              | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      650000 | PA      | $632327.24     | 0.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5 04/15/33                                                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      475000 | PA      | $466686.75     | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SD1384                                                                                                       | CUSIP: 3132DNRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      123786 | PA      | $106662.69     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR V7.325 11/02/26                                                                                            | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1142611.73    | 0.06%             | 2026-11-02      | Fixed         | 7.33%                 | No            | 2                  | On Loan: No      |
| The Dow Chemical Company                                                             | DOW 6.3 03/15/33                                                                                                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42356.94      | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.3 02/15/30                                                                                                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2303638.64    | 0.11%             | 2030-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal S.A.                                                                   | MTNA 6.55 11/29/27                                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $603990.82     | 0.03%             | 2027-11-29      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.75 02/15/33                                                                                                | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      600000 | PA      | $588171.00     | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Ixis Real Estate Cap                                                  | MSIX 2006-2 A3                                                                                                  | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4904992 | PA      | $1714610.09    | 0.09%             | 2036-11-25      | Floating      | 1.14%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Company                                                        | NEE 3.8 12/15/42                                                                                                | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      425000 | PA      | $355472.03     | 0.02%             | 2042-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 3.5 09/01/23                                                                                                | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1979071.68    | 0.10%             | 2023-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| Paramount Global                                                                     | PARA 5.85 09/01/43                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20959.69      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corporation                                                    | COF 3.5 06/15/23                                                                                                | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      325000 | PA      | $323086.07     | 0.02%             | 2023-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 3.35 12/01/26                                                                                               | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1059563.04    | 0.05%             | 2026-12-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Soundview Home Loan Trust                                                            | SVHE 2007-OPT1 2A4                                                                                              | CUSIP: 83612TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1657309 | PA      | $1187147.44    | 0.06%             | 2037-06-25      | Floating      | 1.76%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8268                                                                                                       | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10962753 | PA      | $10657791.24   | 0.53%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.85 10/21/33                                                                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20898.24      | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| eBay Inc.                                                                            | EBAY 6.3 11/22/32                                                                                               | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15688.14      | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            | 2                  | On Loan: —       |
| OBX 2022-NQM9 TRUST                                                                  | OBX 2022-NQM9 A2                                                                                                | CUSIP: 67118LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1343517 | PA      | $1321608.83    | 0.07%             | 2062-08-01      | Floating      | 10.75%                | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1403                                                                                                       | CUSIP: 3132DNRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5626417 | PA      | $4596515.81    | 0.23%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FR SD2038                                                                                                       | CUSIP: 3132DPHP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      438655 | PA      | $451021.22     | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.794 02/13/32 MTN                                                                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      725000 | PA      | $548351.81     | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 1.15 03/15/28                                                                                                | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $209169.62     | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: —       |
| Banco Santander, S.A.                                                                | SANTAN 2.749 12/03/30                                                                                           | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $155028.63     | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BANK 2019-BNK19                                                                      | BANK 2019-BN19 D                                                                                                | CUSIP: 06540WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $64415.91      | 0.00%             | 2061-08-17      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.5 02/15/41 144A                                                                                          | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      325000 | PA      | $234830.59     | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V1.34 01/12/27 144A                                                                                       | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $218385.48     | 0.01%             | 2027-01-12      | Fixed         | 1.34%                 | Yes           | 2                  | On Loan: No      |
| 7-Eleven Inc.                                                                        | SVELEV 1.3 02/10/28 144A                                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      725000 | PA      | $603072.34     | 0.03%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4087                                                                                                       | CUSIP: 31418DRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32445 | PA      | $31553.53      | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                  | CGCMT 2019-C7 E                                                                                                 | CUSIP: 17328CAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $198924.20     | 0.01%             | 2072-12-16      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 1.7 03/25/26                                                                                                  | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63264.70      | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 1.7 04/23/35                                                                                               | CUSIP: 3133ELXH2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     3800000 | PA      | $2788525.29    | 0.14%             | 2035-04-23      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Dryden 77 Clo Ltd / Llc                                                              | DRSLF 2020-77A AR                                                                                               | CUSIP: 26252VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6500000 | PA      | $6316757.85    | 0.31%             | 2034-05-22      | Floating      | 4.10%                 | Yes           | 2                  | On Loan: No      |
| Huntsman International LLC                                                           | HUN 2.95 06/15/31                                                                                               | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      250000 | PA      | $195237.29     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                                                 | CA CASGEN 7.14 08/15/2047                                                                                       | CUSIP: 13080SL93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1272840.42    | 0.06%             | 2047-08-15      | Fixed         | 7.14%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V6.833 11/21/26                                                                                           | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $303832.37     | 0.02%             | 2026-11-21      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 6.599 01/15/28 144A                                                                                      | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298000 | PA      | $300817.44     | 0.01%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 05/15/44                                                                                                   | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3405000 | PA      | $1411142.99    | 0.07%             | 2044-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                       | CMZB V6.125 PERP                                                                                                | CUSIP: D1706B7V2<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $399278.30     | 0.02%             | 2049-12-31      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.4 08/20/50                                                                                               | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       55000 | PA      | $34740.98      | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | STACR 2020-DNA4 B1                                                                                              | CUSIP: 35565XBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      171358 | PA      | $182404.87     | 0.01%             | 2050-08-25      | Floating      | 10.02%                | Yes           | 2                  | On Loan: No      |
| The Allstate Corporation                                                             | ALL 0.75 12/15/25                                                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62229.06      | 0.00%             | 2025-12-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                            | PRXNA 3.832 02/08/51 144A                                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $122377.52     | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 2.196 02/04/26                                                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22766.43      | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.7 07/15/30                                                                                             | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $368451.12     | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 2.875 03/25/31                                                                                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      700000 | PA      | $584158.77     | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                | WFCM 2019-C51 ASB                                                                                               | CUSIP: 95001VAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $278133.42     | 0.01%             | 2052-06-17      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.987 10/30/56                                                                                               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      746000 | PA      | $461525.18     | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.578 04/22/27                                                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61689.83      | 0.00%             | 2027-04-22      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.593 05/04/27                                                                                              | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52765.96      | 0.00%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| African Export-Import Bank                                                           | AFREXI 3.798 05/17/31 144A                                                                                      | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $207237.50     | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 08/15/52                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $1830125.00    | 0.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ONE Gas, Inc.                                                                        | ONE Gas, Inc. 0% CP 05/01/2023                                                                                  | CUSIP: 68236BN53<br>LEI: 549300HXDWI0LATTX840 | Long             | STIV             | CORP              | US        |      500000 | PA      | $499680.56     | 0.02%             | 2023-01-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| McKesson Corporation                                                                 | McKesson Corporation 0% CP 03/01/2023                                                                           | CUSIP: 58155LN34<br>LEI: 549300WZWOM80UCFSF54 | Long             | STIV             | CORP              | US        |     3610000 | PA      | $3608595.11    | 0.18%             | 2023-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| McCormick & Company, Incorporated                                                    | McCormick & Company, Incorporated 0% CP 09/01/2023                                                              | CUSIP: 57978DN96<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |      810000 | PA      | $809078.62     | 0.04%             | 2023-01-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 11/15/44                                                                                                   | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      820000 | PA      | $331166.59     | 0.02%             | 2044-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY 1.45 10/02/23                                                                                              | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242414.69     | 0.01%             | 2023-10-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| State Street Corporation                                                             | STT V3.152 03/30/31                                                                                             | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44250.51      | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 2.659 05/24/31                                                                                              | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      760000 | PA      | $613387.69     | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: —       |
| Deutsche Bank AG New York Branch                                                     | DB V2.129 11/24/26                                                                                              | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      450000 | PA      | $397816.98     | 0.02%             | 2026-11-24      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 1.875 02/28/31                                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $276437.18     | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: —       |
| Indonesia (Republic of)                                                              | INDON 3.35 03/12/71                                                                                             | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      240000 | PA      | $160373.16     | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Masco Corporation                                                                    | MAS 1.5 02/15/28                                                                                                | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      375000 | PA      | $311638.03     | 0.02%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANK 2021-BNK32                                                                      | BANK 2021-BN32 C                                                                                                | CUSIP: 06542BCB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $214700.13     | 0.01%             | 2054-04-17      | Floating      | 3.26%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                      | CSAIL 2021-C20 C                                                                                                | CUSIP: 22945EBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $223152.12     | 0.01%             | 2054-03-17      | Floating      | 3.73%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | Reinsurance Group of America, Incorporated 7.125% FIXED-RATE RESET SUBORDINATED DEBENTURES DUE OCTOBER 15, 2052 | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       24000 | PA      | $622800.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| FS RIALTO 2022-FL7 ISSUER LLC                                                        | FSRIA 2022-FL7 B                                                                                                | CUSIP: 30329XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $646672.98     | 0.03%             | 2039-10-19      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Kellogg Company                                                                      | Kellogg Company 0% CP 10/01/2023                                                                                | CUSIP: 48783DNA7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | STIV             | CORP              | US        |     2800000 | PA      | $2796538.89    | 0.14%             | 2023-01-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14240000 | PA      | $13373934.73   | 0.67%             | 2052-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V1.645 04/18/26                                                                                            | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $203678.69     | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 2.565 02/15/30                                                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21118.60      | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: —       |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | BCULC 4 10/15/30 144A                                                                                           | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      446000 | PA      | $361815.40     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.875 11/20/50                                                                                               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       75000 | PA      | $47458.12      | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 4.25 04/15/26 144A                                                                                         | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      125000 | PA      | $113649.44     | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.771 05/24/61                                                                                              | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      702000 | PA      | $445267.69     | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.722 02/15/30                                                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      650000 | PA      | $549905.01     | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Baylor Scott & White Holdings                                                        | BSWHLD 1.777 11/15/30 2021                                                                                      | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      305000 | PA      | $237104.08     | 0.01%             | 2030-11-15      | Fixed         | 1.78%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO V0.949 01/22/27 MTN                                                                                         | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $61945.92      | 0.00%             | 2027-01-22      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA4756                                                                                                       | CUSIP: 3140QCJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      626189 | PA      | $559188.74     | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                    | ADGLXY 2.94 09/30/40 REGS                                                                                       | CUSIP: G3R238AD5<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      908538 | PA      | $733696.82     | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                 | BBCMS 2021-C9 A5                                                                                                | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $490086.06     | 0.02%             | 2054-02-18      | Floating      | 2.30%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corporation                                                         | TFC V1.267 03/02/27 MTN                                                                                         | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62143.85      | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            | 2                  | On Loan: No      |
| Steris Irish Finco Unlimited Company                                                 | STE 2.7 03/15/31                                                                                                | CUSIP: 85917PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      843000 | PA      | $688970.99     | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V1.734 07/22/27                                                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61451.20      | 0.00%             | 2027-07-22      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Wellfleet Clo X Ltd / Llc                                                            | WELF 2019-XA A1R                                                                                                | CUSIP: 94949WAM8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |     6900000 | PA      | $6648918.66    | 0.33%             | 2032-07-20      | Floating      | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                             | ALIMENTATION COUCHE-TARD 0% CP 11/01/2023                                                                       | CUSIP: 01626VNB5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |     1500000 | PA      | $1497822.92    | 0.07%             | 2023-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Amphenol Corporation                                                                 | Amphenol Corporation 0% CP 03/01/2023                                                                           | CUSIP: 03209MN34<br>LEI: 549300D3L3G0R4U4VT04 | Long             | STIV             | CORP              | US        |     1700000 | PA      | $1699380.92    | 0.08%             | 2023-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Qorvo Inc                                                                            | QRVO 4.375 10/15/29                                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35441.00      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V2.222 09/18/24                                                                                              | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | PA      | $289884.78     | 0.01%             | 2024-09-18      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 3.5 03/30/51                                                                                               | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16088.84      | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | STACR 2020-DNA5 B1                                                                                              | CUSIP: 35566ABD0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      540000 | PA      | $554063.87     | 0.03%             | 2050-10-25      | Floating      | 8.32%                 | Yes           | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 1.65 10/15/27                                                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      275000 | PA      | $231279.00     | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 1.3 02/15/26                                                                                                | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157226.89     | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V1.122 01/28/27                                                                                               | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61105.76      | 0.00%             | 2027-01-28      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Tronox Incorporated                                                                  | TROX 4.625 03/15/29 144A                                                                                        | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1020578.13    | 0.05%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: —       |
| Credit Suisse Group AG                                                               | CS V3.091 05/14/32 144A                                                                                         | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      395000 | PA      | $274919.42     | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.75 04/15/27                                                                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      375000 | PA      | $354264.84     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.625 05/31/27                                                                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1575000 | PA      | $1487021.48    | 0.07%             | 2027-05-31      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| The University Of Chicago                                                            | UNICHI 5.42 10/01/30                                                                                            | CUSIP: 91412NAF7<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102175.97     | 0.01%             | 2030-10-01      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK8883                                                                                                       | CUSIP: 3140HN2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148188 | PA      | $150783.32     | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank 2018-Bnk14                                                                      | BANK 2018-BN14 D                                                                                                | CUSIP: 06035RAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $171032.49     | 0.01%             | 2060-09-17      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                        | MCMLT 2019-GS2 M1                                                                                               | CUSIP: 59981TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      870000 | PA      | $752176.81     | 0.04%             | 2059-08-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.7 10/15/30                                                                                                | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      675000 | PA      | $531017.76     | 0.03%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Nature Conservancy                                                                   | NACONV 0.944 07/01/26 A                                                                                         | CUSIP: 63902HAJ8<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22132.33      | 0.00%             | 2026-07-01      | Fixed         | 0.94%                 | No            | 2                  | On Loan: No      |
| Macquarie Bank Limited, London Branch                                                | MQGAU V3.052 03/03/36 144A                                                                                      | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      225000 | PA      | $163709.05     | 0.01%             | 2036-03-03      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Commonwealth Edison Company                                                          | EXC 3.125 03/15/51 130                                                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       55000 | PA      | $38707.98      | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                                                                                | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $826241.94     | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33 144A                                                                                        | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      900000 | PA      | $726498.62     | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.328 04/22/52                                                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $31000.68      | 0.00%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 1.625 04/27/26 144A                                                                                      | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      525000 | PA      | $465079.03     | 0.02%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 1.5 02/15/26                                                                                               | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $359161.08     | 0.02%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Guidestone Fds                                                                       | Guidestone Fds MONEY MKT INSTL                                                                                  | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |         295 | NS      | $294.55        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 02/15/46                                                                                                   | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4115000 | PA      | $1595465.93    | 0.08%             | 2046-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3619                                                                                                       | CUSIP: 3140X7AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6075 | PA      | $5900.10       | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cummins Inc.                                                                         | CMI 2.6 09/01/50                                                                                                | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       35000 | PA      | $22023.86      | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3 10/15/50                                                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      150000 | PA      | $96702.85      | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Teck Resources Limited                                                               | TCKBCN 3.9 07/15/30                                                                                             | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $247295.91     | 0.01%             | 2030-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| Peru (Republic of)                                                                   | PERU 3.23 07/28/21                                                                                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       50000 | PA      | $29179.05      | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2017-H22 IC                                                                                                 | CUSIP: 38375UY79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      906859 | PA      | $28255.51      | 0.00%             | 2067-11-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 3.625 02/15/31 144A                                                                                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      850000 | PA      | $648146.75     | 0.03%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| H&E Equipment Services, Inc.                                                         | HEES 3.875 12/15/28 144A                                                                                        | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      325000 | PA      | $277402.13     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V1.323 01/13/27 144A                                                                                        | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      775000 | PA      | $677966.30     | 0.03%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           | 2                  | On Loan: No      |
| Nature Conservancy                                                                   | NACONV 1.304 07/01/28 A                                                                                         | CUSIP: 63902HAL3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20986.81      | 0.00%             | 2028-07-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V1.658 03/11/27 N                                                                                           | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62032.27      | 0.00%             | 2027-03-11      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc.                                              | IFF 1.832 10/15/27 144A                                                                                         | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      650000 | PA      | $547397.18     | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.28 08/14/41                                                                                               | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $154347.71     | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| DOLP TRUST 2021-NYC                                                                  | DOLP 2021-NYC A                                                                                                 | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1039669.61    | 0.05%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           | 2                  | On Loan: No      |
| SVB Financial Group                                                                  | SIVB 2.1 05/15/28                                                                                               | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41501.44      | 0.00%             | 2028-05-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: —       |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      146000 | PA      | $132942.74     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 05/15/25                                                                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9850000 | PA      | $9506789.06    | 0.47%             | 2025-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ALAMEDA CORRIDOR TRANSN AUTH CALIF                                                   | CA ALATRN 5.4 10/01/2046                                                                                        | CUSIP: 010869JL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1182916.56    | 0.06%             | 2046-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.509 01/23/29                                                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      720000 | PA      | $655763.28     | 0.03%             | 2029-01-23      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6711                                                                                                       | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      828018 | PA      | $770126.52     | 0.04%             | 2050-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Dollar General Corporation                                                           | Dollar General Corporation 0% CP 03/01/2023                                                                     | CUSIP: 25667MN32<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | STIV             | CORP              | US        |      180000 | PA      | $179933.25     | 0.01%             | 2023-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Leggett & Platt Inc.                                                                 | Leggett & Platt Inc. 0% CP 04/01/2023                                                                           | CUSIP: 52466KN41<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $999483.34     | 0.05%             | 2023-01-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 3.375 07/01/25                                                                                               | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      180000 | PA      | $170622.06     | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| Royal Bank of Canada                                                                 | RY 1.15 06/10/25 MTN                                                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $238412.08     | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | STACR 2020-DNA3 B1                                                                                              | CUSIP: 35565WBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      135531 | PA      | $141339.70     | 0.01%             | 2050-06-27      | Floating      | 9.12%                 | Yes           | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 2.293 04/05/27                                                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179567.14     | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA2608                                                                                                       | CUSIP: 3133KH3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      198368 | PA      | $193128.74     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                                                        | SUTHEA 2.294 08/15/30 20A                                                                                       | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      215000 | PA      | $174906.64     | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3469                                                                                                       | CUSIP: 3140X62B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      332892 | PA      | $308654.99     | 0.02%             | 2048-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.3 08/01/40                                                                                                | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       40000 | PA      | $27372.61      | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 2.78 12/01/60                                                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       10000 | PA      | $5847.28       | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.493 02/15/27                                                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      550000 | PA      | $497278.27     | 0.02%             | 2027-02-15      | Fixed         | 2.49%                 | No            | 2                  | On Loan: —       |
| Alphabet Inc.                                                                        | GOOGL 1.9 08/15/40                                                                                              | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      140000 | PA      | $94080.90      | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: —       |
| CSC Holdings, LLC                                                                    | CSCHLD 3.375 02/15/31 144A                                                                                      | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $130754.06     | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: —       |
| AT&T Inc                                                                             | T 1.65 02/01/28                                                                                                 | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      440000 | PA      | $372996.05     | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.3 02/01/52                                                                                                  | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       80000 | PA      | $53971.67      | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SD7531                                                                                                       | CUSIP: 3132DVLL7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |     2685421 | PA      | $2398024.42    | 0.12%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V0.985 12/10/26                                                                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61423.09      | 0.00%             | 2026-12-10      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.7 08/21/40                                                                                                | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      700000 | PA      | $489302.23     | 0.02%             | 2040-08-21      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| Argentina (Republic of)                                                              | ARGENT 1 07/09/29                                                                                               | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       93932 | PA      | $25184.01      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA1411                                                                                                       | CUSIP: 3133KGR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1860013 | PA      | $1669210.15    | 0.08%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 1.25 01/08/26                                                                                                | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44129.70      | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co Ltd                                                                  | NSANY 3.522 09/17/25 144A                                                                                       | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1110000 | PA      | $1033074.32    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6949                                                                                                       | CUSIP: 3140LHWK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400000 | PA      | $379305.22     | 0.02%             | 2032-10-01      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                                           | ACGCAP 1.95 01/30/26 144A                                                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      400000 | PA      | $349191.93     | 0.02%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V2.277 01/20/32 144A                                                                                     | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $283067.12     | 0.01%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS7424                                                                                                       | CUSIP: 3140LJHA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $103650.30     | 0.01%             | 2032-12-01      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2017-190 IO                                                                                                 | CUSIP: 38380JKP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1453668 | PA      | $54119.84      | 0.00%             | 2060-03-16      | Floating      | 0.54%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                      | CSAIL 2021-C20 A3                                                                                               | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $669570.44     | 0.03%             | 2054-03-17      | Floating      | 2.80%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 02/15/41                                                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      325000 | PA      | $230908.59     | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM 3.375 01/12/23                                                                                            | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      220000 | PA      | $219893.72     | 0.01%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Greywolf Clo V Ltd/ Llc                                                              | GWOLF 2015-1A A1R                                                                                               | CUSIP: 39808PAL0<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $494670.20     | 0.02%             | 2031-01-27      | Floating      | 3.94%                 | Yes           | 2                  | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                                           | TX TAREDU 2.78 09/01/2034                                                                                       | CUSIP: 87638QRF8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $776597.75     | 0.04%             | 2034-09-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                       | FKH 2022-SFR3 B                                                                                                 | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1401985.43    | 0.07%             | 2038-07-19      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5018                                                                                                       | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50814 | PA      | $45884.70      | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.97 03/05/29 MTN                                                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1102020.81    | 0.05%             | 2029-03-05      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.55 03/05/24                                                                                              | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      530000 | PA      | $528148.51     | 0.03%             | 2024-03-05      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| McDonald's Corporation                                                               | MCD 3.8 04/01/28 MTN                                                                                            | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86437.27      | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.375 04/01/38                                                                                             | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      480000 | PA      | $401891.96     | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.1 08/01/27                                                                                                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $102728.12     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 840698                                                                                                       | CUSIP: 31347AX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      328665 | PA      | $312135.55     | 0.02%             | 2047-03-01      | Variable      | 2.10%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd               | UAL 6.5 06/20/27 144A                                                                                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      261017 | PA      | $260077.64     | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-47 GZ                                                                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      315368 | PA      | $185734.16     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                     | SMB 2020-B A1A                                                                                                  | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318771 | PA      | $281700.93     | 0.01%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-123 IL                                                                                                 | CUSIP: 38382HS35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      158958 | PA      | $22861.80      | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Argentina (Republic of)                                                              | ARGENT 3.5 07/09/41                                                                                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      810000 | PA      | $230425.33     | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 4.375 03/15/29                                                                                             | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      650000 | PA      | $617060.49     | 0.03%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2832                                                                                                       | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      379013 | PA      | $352545.98     | 0.02%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.9 03/01/38                                                                                              | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26098.18      | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4 03/15/28                                                                                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46674.47      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5078                                                                                                       | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90390 | PA      | $86979.12      | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2018-4 A1                                                                                                 | CUSIP: 46649CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      116854 | PA      | $102141.10     | 0.01%             | 2048-10-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4391 MZ                                                                                                     | CUSIP: 3137BDMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      384127 | PA      | $333176.87     | 0.02%             | 2044-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.5 02/01/31                                                                                                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $125390.37     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Principal Life Global Funding II                                                     | PFG 1.25 06/23/25 144A                                                                                          | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82001.40      | 0.00%             | 2025-06-23      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890827                                                                                                       | CUSIP: 31410LVU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83532 | PA      | $80040.67      | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Voya CLO 2017-2 Ltd./Voya CLO 2017-2 LLC                                             | VOYA 2017-2A A2AR                                                                                               | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $485752.40     | 0.02%             | 2030-06-07      | Floating      | 4.16%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4120                                                                                                       | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116851 | PA      | $100030.98     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5013 IN                                                                                                     | CUSIP: 3137FW3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      168924 | PA      | $26291.89      | 0.00%             | 2050-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| 1ST BRANDS GROUP TERM LN                                                             | 1ST BRANDS GROUP TERM LN                                                                                        | CUSIP: LX1934566<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      596970 | PA      | $568016.67     | 0.03%             | 2027-03-30      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                                                                | DNKN 2019-1A A23                                                                                                | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     1257750 | PA      | $1150226.21    | 0.06%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5010 JI                                                                                                     | CUSIP: 3137FVQG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      411688 | PA      | $63780.59      | 0.00%             | 2050-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD2129                                                                                                       | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2165486 | PA      | $1770360.76    | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                    | HLT 3.625 02/15/32 144A                                                                                         | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      250000 | PA      | $200645.00     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| LOANCORE 2021-CRE6 ISSUER LTD                                                        | LNCR 2021-CRE6 AS                                                                                               | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      940000 | PA      | $898011.99     | 0.04%             | 2038-11-15      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 4.5 03/01/28                                                                                                | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55376.40      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.3 03/01/48                                                                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16450.63      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 4.2 03/15/48                                                                                                | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       80000 | PA      | $61887.08      | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 4.3 03/01/28                                                                                                | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48069.84      | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| OBX 2022-NQM8 TRUST                                                                  | OBX 2022-NQM8 A2                                                                                                | CUSIP: 67117YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      489243 | PA      | $481164.81     | 0.02%             | 2062-09-25      | Floating      | 6.10%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V7.472 11/10/26                                                                                             | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $625572.97     | 0.03%             | 2026-11-10      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                   | EFMT 2021-2 A3                                                                                                  | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1059045 | PA      | $804064.38     | 0.04%             | 2066-06-25      | Floating      | 1.29%                 | Yes           | 2                  | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 6.4 02/14/35                                                                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      600000 | PA      | $610355.19     | 0.03%             | 2035-02-14      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 3.848 04/12/23                                                                                           | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $397905.33     | 0.02%             | 2023-04-12      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc                                                                       | CRM 3.25 04/11/23                                                                                               | CUSIP: 79466LAE4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298950.23     | 0.01%             | 2023-04-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-8                                                    | VERUS 2022-8 A2                                                                                                 | CUSIP: 924922AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      986763 | PA      | $970954.92     | 0.05%             | 2067-09-25      | Floating      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Accident Fund Insurance Co of America                                                | AFICOA 8.5 08/01/32 144A                                                                                        | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102983.86     | 0.01%             | 2032-08-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5137                                                                                                       | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56963 | PA      | $54797.51      | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V1.339 06/24/26 144A                                                                                     | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      810000 | PA      | $729610.44     | 0.04%             | 2026-06-24      | Fixed         | 1.34%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3347                                                                                                       | CUSIP: 3140X6WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193470 | PA      | $180378.99     | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.1 08/15/30                                                                                              | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      150000 | PA      | $118238.57     | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V4 PERP H                                                                                                  | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $798700.00     | 0.04%             | 2049-12-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TIF FUNDING II LLC                                                                   | TIF 2021-1A A                                                                                                   | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1277188 | PA      | $1063361.92    | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           | 2                  | On Loan: No      |
| CLI FUNDING VIII LLC                                                                 | CLIF 2021-1A A                                                                                                  | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      808817 | PA      | $691845.05     | 0.03%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           | 2                  | On Loan: No      |
| Hillenbrand, Inc.                                                                    | HI 3.75 03/01/31                                                                                                | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      350000 | PA      | $287455.00     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                           | NAVSL 2020-1A A1B                                                                                               | CUSIP: 63942FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1722750 | PA      | $1694261.80    | 0.08%             | 2069-06-25      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| THE VANGUARD GROUP                                                                   | THE VANGUARD GROUP                                                                                              | CUSIP: 92299APS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $251924.02     | 0.01%             | 2050-08-22      | Fixed         | 3.05%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-123 NI                                                                                                 | CUSIP: 38382HM98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      404914 | PA      | $55837.75      | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 2.056 04/05/25                                                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      130000 | PA      | $121832.30     | 0.01%             | 2025-04-05      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM5                                        | NRZT 2022-NQM5 A2                                                                                               | CUSIP: 64831VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      479292 | PA      | $473317.36     | 0.02%             | 2052-11-25      | Floating      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V3.9 PERP BB                                                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $613123.00     | 0.03%             | 2049-12-31      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL9546                                                                                                       | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21518 | PA      | $20193.84      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN8048                                                                                                       | CUSIP: 3138LL5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140000 | PA      | $131229.47     | 0.01%             | 2028-01-01      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.772 01/24/29 GMTN                                                                                         | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $202184.21     | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD V5.375 02/15/78                                                                                             | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      330000 | PA      | $252566.57     | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD V8.125 10/31/82                                                                                              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $260625.00     | 0.01%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Syneos Health Inc                                                                    | SYNH 3.625 01/15/29 144A                                                                                        | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |      225000 | PA      | $181315.13     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: —       |
| MPLX LP                                                                              | MPLX 4.7 04/15/48                                                                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      320000 | PA      | $255489.75     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.375 03/01/33 144A                                                                                        | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      440000 | PA      | $390266.10     | 0.02%             | 2033-03-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Kennedy Wilson Inc                                                                   | KW 4.75 03/01/29                                                                                                | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79384.68      | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER FINANCE VIII LLC                                                    | TCF 2021-1A A                                                                                                   | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1225800 | PA      | $1025956.60    | 0.05%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.05 03/25/48                                                                                               | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1215702.20    | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC9077                                                                                                       | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133132 | PA      | $123850.11     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.375 04/15/29                                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1147361.80    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V8.625 10/27/82                                                                                             | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $208575.37     | 0.01%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 1.3 06/11/25                                                                                                | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $247821.70     | 0.01%             | 2025-06-11      | Fixed         | 1.30%                 | No            | 2                  | On Loan: —       |
| Pacific Gas and Electric Company                                                     | PCG 3.5 08/01/50                                                                                                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       70000 | PA      | $44508.31      | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3773                                                                                                       | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267980 | PA      | $249048.67     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United Rentals, Inc.                                                                 | URI 3.875 02/15/31                                                                                              | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       60000 | PA      | $50432.70      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-H13 FA                                                                                                 | CUSIP: 38380QGQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      131003 | PA      | $125529.58     | 0.01%             | 2070-07-20      | Floating      | 2.98%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co Ltd                                                                  | NSANY 4.345 09/17/27 144A                                                                                       | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      770000 | PA      | $700163.35     | 0.03%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           | 2                  | On Loan: No      |
| Nissan Motor Co Ltd                                                                  | NSANY 3.043 09/15/23 144A                                                                                       | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      330000 | PA      | $323404.17     | 0.02%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 03/01/48                                                                                                | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32168.64      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 4.375 03/22/28                                                                                           | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $190507.14     | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AMMC CLO XI, Limited                                                                 | AMMC 2012-11A A1R2                                                                                              | CUSIP: 00176AAX3<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $697971.89     | 0.03%             | 2031-04-30      | Floating      | 3.79%                 | Yes           | 2                  | On Loan: No      |
| New York Life Global Funding                                                         | NYLIFE 0.95 06/24/25 144A                                                                                       | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181428.75     | 0.01%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V2.219 06/09/26 144A                                                                                        | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      740000 | PA      | $680618.10     | 0.03%             | 2026-06-09      | Fixed         | 2.22%                 | Yes           | 2                  | On Loan: No      |
| Guardian Life Global Funding                                                         | GUARDN 1.1 06/23/25 144A                                                                                        | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90748.58      | 0.00%             | 2025-06-23      | Fixed         | 1.10%                 | Yes           | 2                  | On Loan: No      |
| Prosus NV                                                                            | PRXNA 4.027 08/03/50 144A                                                                                       | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $138957.90     | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-56 DI                                                                                                  | CUSIP: 3136BBMQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      318834 | PA      | $50153.15      | 0.00%             | 2050-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                                  | SUZANO 3.75 01/15/31                                                                                            | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      460000 | PA      | $387125.37     | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Argentina (Republic of)                                                              | ARGENT 0.5 07/09/30                                                                                             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1614303 | PA      | $438056.87     | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3368                                                                                                       | CUSIP: 3140XJW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      396983 | PA      | $339050.46     | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.814 04/23/29                                                                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      530000 | PA      | $485915.42     | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.2 02/23/23                                                                                                 | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249387.57     | 0.01%             | 2023-02-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5138                                                                                                       | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      149653 | PA      | $147572.83     | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 0.95 06/23/23                                                                                                | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $265008.33     | 0.01%             | 2023-06-23      | Fixed         | 0.95%                 | No            | 2                  | On Loan: —       |
| Danske Bank A/S                                                                      | DANBNK 1.226 06/22/24 144A                                                                                      | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      280000 | PA      | $261655.52     | 0.01%             | 2024-06-22      | Fixed         | 1.23%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5010 IK                                                                                                     | CUSIP: 3137FVQ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      139171 | PA      | $20818.76      | 0.00%             | 2050-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4718                                                                                                       | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10739 | PA      | $9697.56       | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole S.A.                                                                 | ACAFP V4 01/10/33 144A                                                                                          | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $218586.59     | 0.01%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.946 01/23/49                                                                                             | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      270000 | PA      | $211572.78     | 0.01%             | 2049-01-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.5 04/15/38                                                                                               | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      470000 | PA      | $399790.52     | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3.55 03/01/38                                                                                                | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $52107.36      | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.3 03/25/28                                                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      334000 | PA      | $324229.68     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Ballyrock Clo 2018-1 Ltd/ Llc                                                        | BALLY 2018-1A C                                                                                                 | CUSIP: 05875HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $669021.34     | 0.03%             | 2031-04-21      | Floating      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| JSC National Company KazMunayGas                                                     | KZOKZ 5.375 04/24/30 144A                                                                                       | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $179764.19     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.223 05/01/29                                                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1262338.07    | 0.06%             | 2029-05-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP V1.907 06/16/26 144A                                                                                      | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      250000 | PA      | $228283.33     | 0.01%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V1.319 06/19/26 MTN                                                                                         | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54194.05      | 0.00%             | 2026-06-19      | Fixed         | 1.32%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 0.75 06/12/23 MTN                                                                                            | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $491079.78     | 0.02%             | 2023-06-12      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 1.15 06/12/25 MTN                                                                                            | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $237407.69     | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Mars Inc. (Del)                                                                      | MARS 2.375 07/16/40 144A                                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      150000 | PA      | $102851.99     | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 2.05 08/15/50                                                                                             | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       90000 | PA      | $53410.84      | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 0.45 08/15/25                                                                                             | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54185.22      | 0.00%             | 2025-08-15      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 3.9 05/15/27                                                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      660000 | PA      | $618172.49     | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995430                                                                                                       | CUSIP: 31416BY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          97 | PA      | $96.72         | 0.00%             | 2023-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 4833                                                                                                         | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2449 | PA      | $2371.76       | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A12413                                                                                                       | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1876 | PA      | $1921.34       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 567909                                                                                                       | CUSIP: 36213X3S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3480 | PA      | $3567.05       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 605698                                                                                                       | CUSIP: 36200N3F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23021 | PA      | $24068.21      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4099 ST                                                                                                     | CUSIP: 3137ASRX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       76243 | PA      | $7468.89       | 0.00%             | 2042-08-15      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4335 SW                                                                                                     | CUSIP: 3137BAQX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       39935 | PA      | $3620.39       | 0.00%             | 2044-05-15      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4298 PI                                                                                                     | CUSIP: 3137B7QQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       24224 | PA      | $975.71        | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4194 BI                                                                                                     | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      108965 | PA      | $17099.57      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.31 11/30/25                                                                                               | CUSIP: Y5325PBG8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1000000 | PA      | $147032.81     | 0.01%             | 2025-11-30      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL3693                                                                                                       | CUSIP: 3138ELC76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      552258 | PA      | $535878.26     | 0.03%             | 2042-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| McDonald's Corporation                                                               | MCD 3.5 03/01/27 MTN                                                                                            | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      360000 | PA      | $343768.60     | 0.02%             | 2027-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cintas Corporation No. 2                                                             | CTAS 3.7 04/01/27                                                                                               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      190000 | PA      | $183713.08     | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: —       |
| HCA Inc.                                                                             | HCA 5.5 06/15/47                                                                                                | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44809.29      | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4654                                                                                                       | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24076 | PA      | $23769.73      | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5.15 04/01/38                                                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43508.34      | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN AS9588                                                                                                       | CUSIP: 3138WKUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45979 | PA      | $43951.65      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-76 SB                                                                                                  | CUSIP: 3136AX4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      375500 | PA      | $37006.36      | 0.00%             | 2057-10-25      | Floating      | 2.08%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-17 AM                                                                                                  | CUSIP: 38378NWU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        4115 | PA      | $3913.23       | 0.00%             | 2048-06-16      | Floating      | 3.54%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 3.25 01/15/28                                                                                               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      840000 | PA      | $777524.32     | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM1948                                                                                                       | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95006 | PA      | $99368.41      | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LOS ANGELES CALIF MUN IMPT CORP                                                      | CA LOSGEN 1.83 11/01/2029                                                                                       | CUSIP: 544587Y93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $56637.38      | 0.00%             | 2029-11-01      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| NEW ORLEANS LA                                                                       | LA NEWWTR 1.01 12/01/2026                                                                                       | CUSIP: 647753MB5<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |       30000 | PA      | $25651.14      | 0.00%             | 2026-12-01      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| SAN FRANCISCO CALIF MUN TRANSN AGY                                                   | CA SFOTRN 1.3 03/01/2028                                                                                        | CUSIP: 797686EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      155000 | PA      | $127826.46     | 0.01%             | 2028-03-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995429                                                                                                       | CUSIP: 31416BY28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          66 | PA      | $66.07         | 0.00%             | 2023-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12000000 | PA      | $10919609.76   | 0.54%             | 2052-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 409 C2                                                                                                      | CUSIP: 3136FLEV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63930 | PA      | $2784.08       | 0.00%             | 2027-04-01      | Fixed         |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-75 NS                                                                                                  | CUSIP: 3136A6X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       13438 | PA      | $1534.07       | 0.00%             | 2042-07-25      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 08/15/41                                                                                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1080000 | PA      | $492486.91     | 0.02%             | 2041-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-53 OI                                                                                                  | CUSIP: 38378MVC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       36588 | PA      | $3807.70       | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9820                                                                                                       | CUSIP: 31417G4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255794 | PA      | $233365.36     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ7146                                                                                                       | CUSIP: 3138MN5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11598 | PA      | $10581.24      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT1751                                                                                                       | CUSIP: 3138WN5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24697 | PA      | $22531.47      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT0654                                                                                                       | CUSIP: 3138WMWQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29986 | PA      | $27356.74      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 595198                                                                                                       | CUSIP: 36200AGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1183 | PA      | $1201.43       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9344                                                                                                       | CUSIP: 31417GL20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45752 | PA      | $41740.85      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                    | WFRBS 2014-C19 XA                                                                                               | CUSIP: 92938VAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      609975 | PA      | $4695.83       | 0.00%             | 2047-03-15      | Floating      | 0.98%                 | No            | 2                  | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                    | WFRBS 2014-C21 XA                                                                                               | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-O            | CORP              | US        |     2338844 | PA      | $30293.64      | 0.00%             | 2047-08-16      | Floating      | 1.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G07479                                                                                                       | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10661 | PA      | $10248.50      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 3.3 02/06/27                                                                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      800000 | PA      | $773010.07     | 0.04%             | 2027-02-06      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3973 SA                                                                                                     | CUSIP: 3137AJYN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      115353 | PA      | $11298.13      | 0.00%             | 2041-12-15      | Floating      | 2.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.593 07/21/28 GMTN                                                                                        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      860000 | PA      | $794280.00     | 0.04%             | 2028-07-21      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital PLC                                                           | AALLN 4 09/11/27 144A                                                                                           | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $207957.83     | 0.01%             | 2027-09-11      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4720                                                                                                       | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      328764 | PA      | $317150.56     | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-85 SC                                                                                                  | CUSIP: 3136AYSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      125526 | PA      | $10905.85      | 0.00%             | 2047-11-25      | Floating      | 2.18%                 | No            | 2                  | On Loan: No      |
| NEW ORLEANS LA                                                                       | LA NEWWTR 1.46 12/01/2028                                                                                       | CUSIP: 647753MD1<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |       65000 | PA      | $52525.84      | 0.00%             | 2028-12-01      | Fixed         | 1.46%                 | No            | 2                  | On Loan: No      |
| TUCSON ARIZ                                                                          | AZ TUCCTF 1.93 07/01/2031                                                                                       | CUSIP: 898735UQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      205000 | PA      | $156128.81     | 0.01%             | 2031-07-01      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7000000 | PA      | $7117304.67    | 0.35%             | 2052-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 591851                                                                                                       | CUSIP: 36201SQC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5423 | PA      | $5630.18       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 607639                                                                                                       | CUSIP: 36202SBG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1856 | PA      | $1885.88       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 7.55 04/01/2039                                                                                          | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      410000 | PA      | $514207.98     | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                         | NY MTATRN 5.99 11/15/2030                                                                                       | CUSIP: 59259NZM8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      115000 | PA      | $119136.87     | 0.01%             | 2030-11-15      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 409 C13                                                                                                     | CUSIP: 3136FLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50676 | PA      | $7990.04       | 0.00%             | 2041-11-01      | Fixed         |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB8832                                                                                                       | CUSIP: 31417FY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21867 | PA      | $19949.98      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 4.45 02/15/26                                                                                               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63673.54      | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Pulte Group Inc                                                                      | PHM 5.5 03/01/26                                                                                                | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60324.16      | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG V80552                                                                                                       | CUSIP: 3132L5TH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6287 | PA      | $6058.14       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pheaa Student Loan Trust                                                             | PHEAA 2016-1A A                                                                                                 | CUSIP: 69343FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      288590 | PA      | $285739.05     | 0.01%             | 2065-09-25      | Floating      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K723 X1                                                                                                    | CUSIP: 3137BSPY3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     2689615 | PA      | $9436.25       | 0.00%             | 2023-08-25      | Floating      | 0.91%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45                                                                                             | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       90000 | PA      | $81893.12      | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                  | PEMEX 6.875 08/04/26                                                                                            | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $189351.10     | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                   | UBS 4.253 03/23/28 144A                                                                                         | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      760000 | PA      | $712089.66     | 0.04%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4451                                                                                                       | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73271 | PA      | $68698.93      | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2017-H18 BI                                                                                                 | CUSIP: 38376R6U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2502688 | PA      | $84013.99      | 0.00%             | 2067-09-20      | Floating      | 0.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0163                                                                                                       | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363033 | PA      | $363886.93     | 0.02%             | 2046-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW ORLEANS LA                                                                       | LA NEWUTL 0.958 06/01/2026                                                                                      | CUSIP: 647719QA4<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |       25000 | PA      | $21772.71      | 0.00%             | 2026-06-01      | Fixed         | 0.96%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 591924                                                                                                       | CUSIP: 36201SSM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3163 | PA      | $3244.54       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 633240                                                                                                       | CUSIP: 36291NPZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5192 | PA      | $5455.92       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ILLINOIS ST                                                                          | IL ILS 7.35 07/01/2035                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      431786 | PA      | $454717.57     | 0.02%             | 2035-07-01      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3947 SG                                                                                                     | CUSIP: 3137AGE55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       38075 | PA      | $3248.26       | 0.00%             | 2041-10-15      | Floating      | 2.08%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 486670                                                                                                       | CUSIP: 36210AT31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22487 | PA      | $23411.63      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 02/15/40                                                                                                    | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2790000 | PA      | $1369650.02    | 0.07%             | 2040-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-74 SA                                                                                                  | CUSIP: 3136A65Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       63529 | PA      | $3914.23       | 0.00%             | 2042-03-25      | Floating      | 2.63%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ8656                                                                                                       | CUSIP: 3138MQTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8155 | PA      | $7439.96       | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4310 SA                                                                                                     | CUSIP: 3137B7RN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       38216 | PA      | $3329.97       | 0.00%             | 2044-02-15      | Floating      | 2.08%                 | No            | 2                  | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                    | WFRBS 2013-C13 XA                                                                                               | CUSIP: 92937UAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1347841 | PA      | $39.36         | 0.00%             | 2045-05-17      | Floating      | 1.16%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4415 IO                                                                                                     | CUSIP: 3137BF4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       49488 | PA      | $1993.95       | 0.00%             | 2041-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.4 05/01/26                                                                                                  | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1187556.72    | 0.06%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 4 07/15/46                                                                                                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      300000 | PA      | $221530.86     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 4.35 01/17/27                                                                                                | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $476273.22     | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 2.875 02/06/24                                                                                             | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      470000 | PA      | $461460.80     | 0.02%             | 2024-02-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                          | TELEFO 5.213 03/08/47                                                                                           | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $324899.78     | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 08/15/47                                                                                                | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      360000 | PA      | $291374.40     | 0.01%             | 2047-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-124 SB                                                                                                 | CUSIP: 3136AHGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      183868 | PA      | $17045.63      | 0.00%             | 2043-12-25      | Floating      | 1.93%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHS 353 S1                                                                                                      | CUSIP: 31325WSM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      177879 | PA      | $15864.70      | 0.00%             | 2046-12-01      | Floating      |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-35 SC                                                                                                  | CUSIP: 3136A5LM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       58254 | PA      | $6291.81       | 0.00%             | 2042-04-25      | Floating      | 2.48%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2017-H20 IB                                                                                                 | CUSIP: 38375UM72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      110349 | PA      | $4738.47       | 0.00%             | 2067-10-20      | Floating      | 0.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BC4732                                                                                                       | CUSIP: 3617B8HH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      198528 | PA      | $185342.25     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.5 08/15/48                                                                                                | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $133278.00     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LOUISIANA ST                                                                         | LA LASGEN 1.06 09/01/2026                                                                                       | CUSIP: 54651RCR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       15000 | PA      | $12979.61      | 0.00%             | 2026-09-01      | Fixed         | 1.06%                 | No            | 2                  | On Loan: No      |
| LOS ANGELES CALIF MUN IMPT CORP                                                      | CA LOSGEN 1.65 11/01/2028                                                                                       | CUSIP: 5445872W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      225000 | PA      | $186106.79     | 0.01%             | 2028-11-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3621 SB                                                                                                     | CUSIP: 31398W2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       97172 | PA      | $8918.66       | 0.00%             | 2040-01-15      | Floating      | 2.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9174                                                                                                       | CUSIP: 31417GFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41347 | PA      | $37722.10      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 409 C17                                                                                                     | CUSIP: 3136FLFL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68610 | PA      | $12288.53      | 0.00%             | 2041-11-01      | Fixed         |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-34 SA                                                                                                  | CUSIP: 38378D2U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       18114 | PA      | $1856.89       | 0.00%             | 2042-03-20      | Floating      | 2.11%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4.875 01/15/26                                                                                            | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $64870.45      | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 3.043 03/01/26                                                                                              | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57364.06      | 0.00%             | 2026-03-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| GE Capital International Funding Company Unlimited Company                           | GE 4.418 11/15/35                                                                                               | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $232141.03     | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Shops At Crystals Trust 2016-C                                                       | SHOPS 2016-CSTL A                                                                                               | CUSIP: 82510WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $296054.78     | 0.01%             | 2036-07-08      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 4 09/01/36                                                                                                 | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40016.89      | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.25 03/16/37                                                                                                | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      530000 | PA      | $528216.67     | 0.03%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 4 03/27/27 144A                                                                                          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      480000 | PA      | $454376.09     | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0141                                                                                                       | CUSIP: 3140FXEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      397753 | PA      | $413220.99     | 0.02%             | 2056-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2017-M8 A2                                                                                                  | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       88900 | PA      | $83811.59      | 0.00%             | 2027-05-25      | Floating      | 3.06%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-54 BS                                                                                                  | CUSIP: 3136AETS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       77295 | PA      | $8451.98       | 0.00%             | 2043-06-25      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                         | AVOL 4.5 03/15/23 144A                                                                                          | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       20000 | PA      | $19952.14      | 0.00%             | 2023-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 3.875 10/27/27 144A                                                                                      | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      210000 | PA      | $197022.63     | 0.01%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: —       |
| Lloyds Banking Group PLC                                                             | LLOYDS 4.55 08/16/28                                                                                            | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      230000 | PA      | $217222.86     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.375 05/15/51                                                                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1520000 | PA      | $1101376.56    | 0.05%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $6039806.28    | 0.30%             | 2052-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4239 IO                                                                                                     | CUSIP: 3137B4A30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       66877 | PA      | $2950.12       | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2015-56 AS                                                                                                  | CUSIP: 3136APTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       31886 | PA      | $3554.27       | 0.00%             | 2045-08-25      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-118 HS                                                                                                 | CUSIP: 38379EHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       96171 | PA      | $10299.84      | 0.00%             | 2044-08-20      | Floating      | 2.26%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4.45 03/03/26 MTN                                                                                           | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      350000 | PA      | $343653.08     | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.125 07/25/28                                                                                                | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1378420.84    | 0.07%             | 2028-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-144 IO                                                                                                 | CUSIP: 38378B2G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2715439 | PA      | $23346.26      | 0.00%             | 2053-01-16      | Floating      | 0.32%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.663 06/15/51                                                                                             | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       34000 | PA      | $29342.40      | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 4.8 03/15/47                                                                                                | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8891.21       | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG V83342                                                                                                       | CUSIP: 3132L8WB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49659 | PA      | $47578.24      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 5 10/15/27                                                                                                  | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       60000 | PA      | $50565.60      | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K068 X1                                                                                                    | CUSIP: 3137FBBZ8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     2345169 | PA      | $39227.06      | 0.00%             | 2027-08-25      | Floating      | 0.42%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BD0384                                                                                                       | CUSIP: 3617BFM90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      143571 | PA      | $134066.93     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.375 11/15/49                                                                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1420000 | PA      | $1036683.20    | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PORT OAKLAND CALIF                                                                   | CA PTOTRN 2.1 05/01/2030                                                                                        | CUSIP: 735000TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $20235.11      | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| LOS ANGELES CALIF MUN IMPT CORP                                                      | CA LOSGEN 2.07 11/01/2030                                                                                       | CUSIP: 5445872Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      670000 | PA      | $534817.72     | 0.03%             | 2030-11-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-85 HS                                                                                                  | CUSIP: 38374YVW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        3431 | PA      | $39.00         | 0.00%             | 2040-01-20      | Floating      | 2.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI8842                                                                                                       | CUSIP: 3138ANZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20825 | PA      | $20684.82      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.75 11/15/42                                                                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6350000 | PA      | $5130973.61    | 0.26%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-133 CS                                                                                                 | CUSIP: 3136AAXW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       48276 | PA      | $4942.85       | 0.00%             | 2042-12-25      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2014-47 AI                                                                                                  | CUSIP: 3136AKTB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      155490 | PA      | $6745.08       | 0.00%             | 2044-08-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2015-55 IO                                                                                                  | CUSIP: 3136APB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       52638 | PA      | $1802.92       | 0.00%             | 2055-08-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 5.625 03/01/25                                                                                           | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      450000 | PA      | $451170.12     | 0.02%             | 2025-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Aon PLC                                                                              | AON 3.875 12/15/25                                                                                              | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | IE        |       65000 | PA      | $63503.23      | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G60397                                                                                                       | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      124699 | PA      | $119842.04     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 2.3 09/09/26 GMTN                                                                                          | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64169.10      | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                         | AVOL 5.5 02/15/24 144A                                                                                          | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       60000 | PA      | $59262.40      | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.5 03/16/47                                                                                                 | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39130.10      | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FG G08771                                                                                                       | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      129884 | PA      | $124482.57     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4511                                                                                                       | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      525171 | PA      | $505311.99     | 0.03%             | 2047-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 3.363 06/06/24                                                                                              | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      331000 | PA      | $323649.45     | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                       | CBAAU 3.9 07/12/47 144A                                                                                         | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      110000 | PA      | $91220.02      | 0.00%             | 2047-07-12      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | GNR 2016-152 IO                                                                                                 | CUSIP: 38379UY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2850349 | PA      | $100759.27     | 0.01%             | 2058-08-16      | Floating      | 0.73%                 | No            | 2                  | On Loan: No      |
| EQT Corporation                                                                      | EQT 3.9 10/01/27                                                                                                | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $971919.41     | 0.05%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2017-H15 KI                                                                                                 | CUSIP: 38376R5X0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      318894 | PA      | $16825.20      | 0.00%             | 2067-07-20      | Floating      | 2.15%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY N C                                                                       | NC UNCHGR 1.71 04/01/2028                                                                                       | CUSIP: 914716T54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        5000 | PA      | $4210.21       | 0.00%             | 2028-04-01      | Fixed         | 1.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-96 SA                                                                                                  | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      160964 | PA      | $10565.48      | 0.00%             | 2041-10-25      | Floating      | 2.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 409 C18                                                                                                     | CUSIP: 3136FLFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125632 | PA      | $21335.94      | 0.00%             | 2042-04-01      | Fixed         |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 409 C22                                                                                                     | CUSIP: 3136FLFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14543 | PA      | $2522.10       | 0.00%             | 2039-11-01      | Fixed         |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT4000                                                                                                       | CUSIP: 3138WRNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10844 | PA      | $9893.59       | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-14 IG                                                                                                  | CUSIP: 3136AC3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       51646 | PA      | $7796.02       | 0.00%             | 2043-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-167 OI                                                                                                 | CUSIP: 38379FFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       46899 | PA      | $8379.54       | 0.00%             | 2045-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.25 06/15/26                                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14844.50      | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc.                                                              | BRK 3.125 03/15/26                                                                                              | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48027.00      | 0.00%             | 2026-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.25 PERP T                                                                                                  | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145875.00     | 0.01%             | 2049-12-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| JPMorgan Chase & Co.                                                                 | JPM 2.95 10/01/26                                                                                               | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      700000 | PA      | $654753.49     | 0.03%             | 2026-10-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.45 08/04/26                                                                                              | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69739.82      | 0.00%             | 2026-08-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 AV7468                                                                                                       | CUSIP: 36195JJM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      545467 | PA      | $502648.15     | 0.03%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                          | WMB 7.85 02/01/26                                                                                               | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1187034.79    | 0.06%             | 2026-02-01      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.908 07/23/25                                                                                             | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      520000 | PA      | $510571.00     | 0.03%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 4.5 03/09/48                                                                                                  | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      197000 | PA      | $161958.31     | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE0072                                                                                                       | CUSIP: 3140FKCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      889548 | PA      | $797836.56     | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 3.95 03/15/27                                                                                               | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144225.94     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNGT 2017-T1 A                                                                                                  | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       99394 | PA      | $92905.66      | 0.00%             | 2027-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Loan Trust 2015-c                                          | NAVSL 2016-6A A3                                                                                                | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2176000 | PA      | $2145903.85    | 0.11%             | 2066-03-25      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.5 08/10/33                                                                                                 | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      790000 | PA      | $744881.55     | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital PLC                                                           | AALLN 3.625 09/11/24 144A                                                                                       | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $678022.19     | 0.03%             | 2024-09-11      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-H27 AI                                                                                                 | CUSIP: 38375BZC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      266023 | PA      | $8258.69       | 0.00%             | 2062-10-20      | Floating      | 1.70%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP 4.4 08/14/28 144A                                                                                           | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1040000 | PA      | $988698.31     | 0.05%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| NEW ORLEANS LA                                                                       | LA NEWUTL 1.41 06/01/2028                                                                                       | CUSIP: 647719QC0<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |       65000 | PA      | $53357.44      | 0.00%             | 2028-06-01      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| LOUISIANA ST                                                                         | LA LASGEN 1.54 09/01/2028                                                                                       | CUSIP: 54651RDG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $57517.58      | 0.00%             | 2028-09-01      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 05/15/41                                                                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4760000 | PA      | $3606443.75    | 0.18%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANK MONTREAL CHICAGO ILL                                                            | BANK MONTREAL CHICAGO ILL 0% CP 12/07/2023                                                                      | CUSIP: 06369MUC5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      936000 | PA      | $911223.87     | 0.05%             | 2023-07-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1253                                                                                                       | CUSIP: 31418AMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143083 | PA      | $137529.22     | 0.01%             | 2042-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                                  | JPMBB 2013-C17 B                                                                                                | CUSIP: 46640UAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $48540.82      | 0.00%             | 2047-01-17      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Sinopec Group Overseas Development (2014) Ltd.                                       | SINOPE 4.375 04/10/24 144A                                                                                      | CUSIP: 82937WAE5<br>LEI: 549300ZIMV82UUECOQ45 | Long             | DBT              | CORP              | VG        |      390000 | PA      | $387410.77     | 0.02%             | 2024-04-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U99084                                                                                                       | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      231761 | PA      | $230138.68     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2014-277P A                                                                                                | CUSIP: 12592FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $151428.37     | 0.01%             | 2049-08-12      | Floating      | 3.61%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4.25 10/22/26 MTN                                                                                           | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      480000 | PA      | $464970.36     | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.95 12/05/44                                                                                              | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      220000 | PA      | $219470.77     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890604                                                                                                       | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157542 | PA      | $155069.89     | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL3024                                                                                                       | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      551062 | PA      | $516059.05     | 0.03%             | 2043-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust 2015-Dc1                                                   | COMM 2015-DC1 C                                                                                                 | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80000 | PA      | $69011.52      | 0.00%             | 2048-02-12      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.862 08/21/46                                                                                               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      290000 | PA      | $263254.04     | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U99124                                                                                                       | CUSIP: 3132H7D68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229262 | PA      | $214743.95     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5 06/15/45                                                                                                  | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1143916.55    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Energy Transfer LP                                                                   | ET 5.3 04/01/44                                                                                                 | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17069.30      | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U99091                                                                                                       | CUSIP: 3132H7C51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65673 | PA      | $64709.09      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.85 07/08/24 MTN                                                                                            | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146942.90     | 0.01%             | 2024-07-08      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WEA Finance LLC / Westfield UK & Europe Finance PLC                                  | ULFP 3.75 09/17/24 144A                                                                                         | CUSIP: 92890HAC6<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      770000 | PA      | $728566.57     | 0.04%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                  | PEMEX 6.375 01/23/45                                                                                            | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      370000 | PA      | $230140.74     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                      | WFRBS 2014-C24 AS                                                                                               | CUSIP: 92939KAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $276719.07     | 0.01%             | 2047-11-18      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                                  | JPMBB 2014-C25 ASB                                                                                              | CUSIP: 46643PBF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315376 | PA      | $307954.07     | 0.02%             | 2047-11-18      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.3 11/20/26                                                                                                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      500000 | PA      | $485030.69     | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4 01/22/25 MTN                                                                                              | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      440000 | PA      | $431248.09     | 0.02%             | 2025-01-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BS1742                                                                                                       | CUSIP: 3617MB5B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36246 | PA      | $35313.64      | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corporation                                                                    | ETN 4.15 11/02/42                                                                                               | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172604.75     | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                                   | VOYA 5.7 07/15/43                                                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159226.71     | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Ecopetrol S.A.                                                                       | ECOPET 5.875 05/28/45                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1420000 | PA      | $992344.76     | 0.05%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.1 06/03/26 MTN                                                                                            | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      440000 | PA      | $426935.76     | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Brazil (Federative Republic)                                                         | BRAZIL 5 01/27/45                                                                                               | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2050000 | PA      | $1525851.45    | 0.08%             | 2045-01-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                | TIAAGL 4.9 09/15/44 144A                                                                                        | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      280000 | PA      | $258923.04     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 4.25 09/01/24                                                                                               | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      950000 | PA      | $935015.32     | 0.05%             | 2024-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90245                                                                                                       | CUSIP: 3132H3HW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48434 | PA      | $45417.66      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                                  | EOG 3.9 04/01/35                                                                                                | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $233863.17     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                                   | MSBAM 2015-C22 AS                                                                                               | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      480000 | PA      | $447444.22     | 0.02%             | 2048-04-17      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AM8674                                                                                                       | CUSIP: 3138L9T85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50000 | PA      | $47911.77      | 0.00%             | 2025-04-01      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2015-G                                                  | GSMS 2015-GC30 AS                                                                                               | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-O            | CORP              | US        |      370000 | PA      | $347709.09     | 0.02%             | 2050-05-12      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| Petrobras Global Finance B.V.                                                        | PETBRA 6.85 06/05/15                                                                                            | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $463872.65     | 0.02%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 4.5 07/17/25                                                                                             | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58794.74      | 0.00%             | 2025-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Regency Energy Partners LP/Regency Energy Finance Corp.                              | ET 4.5 11/01/23                                                                                                 | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $307807.43     | 0.02%             | 2023-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 5 01/21/44 MTN                                                                                              | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      790000 | PA      | $729820.44     | 0.04%             | 2044-01-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 310088                                                                                                       | CUSIP: 31374CND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29828 | PA      | $30185.99      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                               | JPMCC 2012-C6 D                                                                                                 | CUSIP: 46634SAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      264297 | PA      | $244953.77     | 0.01%             | 2045-05-17      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1591                                                                                                       | CUSIP: 31418AXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68819 | PA      | $67730.92      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1664                                                                                                       | CUSIP: 31418AZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38867 | PA      | $38255.62      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 4.9 06/01/44                                                                                                | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $133794.96     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| HCA Inc.                                                                             | HCA 5.25 04/15/25                                                                                               | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119494.91     | 0.01%             | 2025-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                      | WFRBS 2014-C24 C                                                                                                | CUSIP: 92939KAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $244129.92     | 0.01%             | 2047-11-18      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U99114                                                                                                       | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23757 | PA      | $22274.80      | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 4.25 08/18/25                                                                                              | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $212021.12     | 0.01%             | 2025-08-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| GS MORTGAGE SECURITIES TRUST                                                         | GSMS 2013-GC16 B                                                                                                | CUSIP: 36248GAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $126688.35     | 0.01%             | 2046-11-13      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.48 01/16/24                                                                                               | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      396000 | PA      | $393393.67     | 0.02%             | 2024-01-16      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 3.7 04/01/24                                                                                               | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      230000 | PA      | $226285.82     | 0.01%             | 2024-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                | WFCM 2013-LC12 B                                                                                                | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-O            | CORP              | US        |       20000 | PA      | $18986.46      | 0.00%             | 2046-07-17      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U99076                                                                                                       | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      297756 | PA      | $295664.52     | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL4741                                                                                                       | CUSIP: 3138EMHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37043 | PA      | $36458.24      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| The Williams Companies, Inc.                                                         | WMB 5.75 06/24/44                                                                                               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96305.90      | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                       | G2 MA2678                                                                                                       | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21267 | PA      | $19897.13      | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.3 07/22/27 GMTN                                                                                           | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      130000 | PA      | $125532.10     | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| Intel Corporation                                                                    | INTC 3.7 07/29/25                                                                                               | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78182.56      | 0.00%             | 2025-07-29      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 4.75 03/01/46                                                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18167.46      | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U92272                                                                                                       | CUSIP: 3132HCMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26410 | PA      | $26022.61      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3.625 05/22/24                                                                                             | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49057.54      | 0.00%             | 2024-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.685 12/15/44                                                                                              | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       83000 | PA      | $74888.64      | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-29 ZA                                                                                                  | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      207034 | PA      | $214501.05     | 0.01%             | 2035-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4.375 05/11/45                                                                                           | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      660000 | PA      | $583959.80     | 0.03%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.15 05/22/45                                                                                                | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      550000 | PA      | $499650.89     | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Msccg Trust                                                                          | MSCCG 2015-ALDR A2                                                                                              | CUSIP: 55352NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580000 | PA      | $526768.38     | 0.03%             | 2035-06-08      | Floating      | 3.46%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3.875 07/20/25                                                                                              | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      113000 | PA      | $110461.12     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.65 07/30/45                                                                                                 | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      294000 | PA      | $255152.59     | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co Ltd                                                                  | NSANY 3.522 09/17/25 144A                                                                                       | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2100000 | PA      | $1954464.93    | 0.10%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR9977                                                                                                       | CUSIP: 3138W8CP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7368 | PA      | $6371.56       | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Spirit Airlines Incorporation 2015-1                                                 | SAVE 4.1 04/01/28 A                                                                                             | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-O            | CORP              | US        |      917279 | PA      | $819502.13     | 0.04%             | 2029-10-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT6353                                                                                                       | CUSIP: 3138WUBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22337 | PA      | $19295.68      | 0.00%             | 2043-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H14 FA                                                                                                 | CUSIP: 38376RCB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2454908 | PA      | $2422082.10    | 0.12%             | 2065-06-20      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT2717                                                                                                       | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11926 | PA      | $10193.91      | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H11 FC                                                                                                 | CUSIP: 38376RBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1349235 | PA      | $1328356.81    | 0.07%             | 2065-05-20      | Floating      | 3.69%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H18 FB                                                                                                 | CUSIP: 38376REZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      316949 | PA      | $312502.13     | 0.02%             | 2065-07-20      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                              | DBALT 2006-AR1 3A1                                                                                              | CUSIP: 251510LH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      488704 | PA      | $347903.89     | 0.02%             | 2036-02-25      | Floating      | 3.79%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                        | LEH 6.75 12/28/17 MTN                                                                                           | CUSIP: 5249087M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $0.00          | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            | 3                  | On Loan: No      |
| American Airlines, Inc.                                                              | AAL 4 07/15/25                                                                                                  | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      654727 | PA      | $569063.51     | 0.03%             | 2027-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H19 FK                                                                                                 | CUSIP: 38376RGB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      333226 | PA      | $328021.52     | 0.02%             | 2065-08-20      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2007-HY1 1A1                                                                                               | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      112667 | PA      | $96518.30      | 0.00%             | 2037-02-25      | Floating      | 2.84%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                       | SAMI 2005-AR5 A1                                                                                                | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30470 | PA      | $26899.22      | 0.00%             | 2035-07-19      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana, LLC                                                               | ETR 5.4 11/01/24                                                                                                | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1206914.65    | 0.06%             | 2024-11-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Washington Mut Mtg                                                                   | WAMU 2005-AR1 A1B                                                                                               | CUSIP: 939336X57<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      509679 | PA      | $463987.91     | 0.02%             | 2045-01-25      | Floating      | 3.26%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT2668                                                                                                       | CUSIP: 3138WP6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386826 | PA      | $329086.62     | 0.02%             | 2043-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bbccre Trust 2015-Gtp                                                                | BBCCR 2015-GTP A                                                                                                | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1481848.08    | 0.07%             | 2033-08-12      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                                   | MET 3.45 12/18/26 144a                                                                                          | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1874488.44    | 0.09%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.2 03/15/28                                                                                             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      300000 | PA      | $283011.54     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.45 06/15/23                                                                                              | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $450333.03     | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB7728                                                                                                       | CUSIP: 31417ESS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7400 | PA      | $6397.98       | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                        | LEH 6.625 01/18/12                                                                                              | CUSIP: 52517PSC6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $700.00        | 0.00%             | 2012-01-18      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Society of Lloyd's                                                                   | LLYDIN 4.75 10/30/24                                                                                            | CUSIP: G82539AD2<br>LEI: 213800O2FTUPFGPH3J11 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118770.65     | 0.01%             | 2024-10-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 6.35 08/12/28 REGS                                                                                         | CUSIP: P78024AC3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6100000 | PA      | $1527710.68    | 0.08%             | 2028-08-12      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA0541                                                                                                       | CUSIP: 3140Q7S73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9597927 | PA      | $8916789.87    | 0.44%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H16 FM                                                                                                 | CUSIP: 38376REA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2248503 | PA      | $2214762.93    | 0.11%             | 2065-07-20      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                 | BBCMS 2018-C2 A5                                                                                                | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1624261.86    | 0.08%             | 2051-12-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5764                                                                                                       | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      207902 | PA      | $202139.79     | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H22 FC                                                                                                 | CUSIP: 38376RGP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      387703 | PA      | $381468.28     | 0.02%             | 2065-09-20      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                                  | JPMBB 2015-C32 ASB                                                                                              | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      401253 | PA      | $388260.43     | 0.02%             | 2048-11-18      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Pheaa Student Loan Trust                                                             | PHEAA 2016-2A A                                                                                                 | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      263810 | PA      | $261814.41     | 0.01%             | 2065-11-25      | Floating      | 4.54%                 | Yes           | 2                  | On Loan: No      |
| EPR Properties                                                                       | EPR 4.75 12/15/26                                                                                               | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1080635.37    | 0.05%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Spirit Realty LP                                                                     | SRC 4.45 09/15/26                                                                                               | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1149567.40    | 0.06%             | 2026-09-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-17 TI                                                                                                  | CUSIP: 3136ACHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      284736 | PA      | $15732.03      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Physicians Realty LP                                                                 | DOC 3.95 01/15/28                                                                                               | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2200036.16    | 0.11%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Obx Tr 2018-1                                                                        | OBX 2018-1 A2                                                                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      872852 | PA      | $824852.73     | 0.04%             | 2057-06-25      | Floating      | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.972 05/16/29                                                                                            | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1413883.20    | 0.07%             | 2029-05-16      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 3.7 08/01/25 E                                                                                              | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2229225.29    | 0.11%             | 2025-08-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BJ7021                                                                                                       | CUSIP: 3140H8YT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2605232 | PA      | $2420327.76    | 0.12%             | 2048-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                                               | EQH 4.35 04/20/28                                                                                               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2486309.25    | 0.12%             | 2028-04-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2019-B9 A5                                                                                                | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1701415.35    | 0.08%             | 2052-03-15      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Funding 2019-Granite4 PLC                                        | TPMF 2019-GR4A A1                                                                                               | CUSIP: BCC2J58I7<br>LEI: 635400655NWVVZHH1395 | Long             | ABS-O            | CORP              | GB        |      839067 | PA      | $1012025.41    | 0.05%             | 2051-10-20      | Floating      |  | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 399907                                                                                                       | CUSIP: 31378JGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2725 | PA      | $2683.71       | 0.00%             | 2027-08-01      | Variable      | 3.58%                 | No            | 2                  | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 8.2 08/12/26 REGS                                                                                          | CUSIP: 715638AY8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7000000 | PA      | $1929629.06    | 0.10%             | 2026-08-12      | Fixed         | 8.20%                 | Yes           | 2                  | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2014-UBS6 A5                                                                                               | CUSIP: 12592PBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2400000 | PA      | $2309364.60    | 0.11%             | 2047-12-12      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.95 12/01/25                                                                                                | CUSIP: 86765BAS8<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304927.31     | 0.02%             | 2025-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 2.875 10/07/28 AA                                                                                           | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      588552 | PA      | $502549.01     | 0.03%             | 2030-04-07      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Equitrans Midstream Corporation                                                      | EQM 4.125 12/01/26                                                                                              | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1604479.52    | 0.08%             | 2026-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.093 10/01/25 MtN                                                                                         | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2108802.55    | 0.10%             | 2025-10-01      | Fixed         | 3.09%                 | No            | 2                  | On Loan: —       |
| Allegion US Holding Company Inc                                                      | ALLE 3.2 10/01/24                                                                                               | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      400000 | PA      | $385099.21     | 0.02%             | 2024-10-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Trust                                                                | PRK 2017-280P A                                                                                                 | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1170932.94    | 0.06%             | 2034-09-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 3.25 01/17/28                                                                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1500000 | PA      | $1425384.00    | 0.07%             | 2028-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 3.5 03/16/23                                                                                              | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298812.08     | 0.01%             | 2023-03-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRHID 3.95 04/04/28 144A                                                                                        | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      500000 | PA      | $470016.03     | 0.02%             | 2028-04-04      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Csmc                                                                                 | CSMC 2010-16 B9                                                                                                 | CUSIP: 12644WAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2031634 | PA      | $1641477.63    | 0.08%             | 2050-06-25      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| Strctrd Asset Invt                                                                   | SAIL 2005-1 M3                                                                                                  | CUSIP: 86358EQK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2046219 | PA      | $1972429.04    | 0.10%             | 2035-02-25      | Floating      | 3.78%                 | Yes           | 2                  | On Loan: No      |
| UniCredit S.p.A.                                                                     | UCGIM 7.83 12/04/23 144A                                                                                        | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3100000 | PA      | $3132809.72    | 0.16%             | 2023-12-04      | Fixed         | 7.83%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5712                                                                                                       | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4934 | PA      | $4941.53       | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UDR Inc                                                                              | UDR 3.2 01/15/30 MTN                                                                                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1046667.72    | 0.05%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6093                                                                                                       | CUSIP: 36179UXW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2676447 | PA      | $2673518.63    | 0.13%             | 2049-08-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 2.75 12/15/29                                                                                               | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1196945.28    | 0.06%             | 2029-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MortgageIT Trust                                                                     | MHL 2005-4 A1                                                                                                   | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75485 | PA      | $70261.60      | 0.00%             | 2035-10-25      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp                                                          | GSR 2005-AR6 2A1                                                                                                | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      160185 | PA      | $150436.35     | 0.01%             | 2035-09-25      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| Japan Finance Organization for Municipalities                                        | JFM 2.125 10/25/23 144A                                                                                         | CUSIP: 471068AJ5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     2200000 | PA      | $2147877.02    | 0.11%             | 2023-10-25      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4638 FA                                                                                                     | CUSIP: 3137BTH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      137325 | PA      | $136746.15     | 0.01%             | 2040-07-15      | Floating      | 3.21%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                              | AAL 3.35 10/15/29 AA                                                                                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1588545 | PA      | $1377511.73    | 0.07%             | 2031-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Life Storage LP                                                                      | LSI 3.875 12/15/27                                                                                              | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |      900000 | PA      | $835593.35     | 0.04%             | 2027-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA0694                                                                                                       | CUSIP: 3140Q7XY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12441051 | PA      | $11560728.54   | 0.58%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5765                                                                                                       | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42163 | PA      | $42086.35      | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WestRock Company                                                                     | WRK 3.75 03/15/25                                                                                               | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484345.54     | 0.02%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banc America Mortgage Securitites Inc                                                | BOAMS 2004-F 1A1                                                                                                | CUSIP: 05949AHR4<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |       22045 | PA      | $20128.07      | 0.00%             | 2034-07-25      | Floating      | 3.68%                 | No            | 2                  | On Loan: No      |
| Indymac Arm Trust                                                                    | INARM 2001-H2 A1                                                                                                | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3000 | PA      | $2665.38       | 0.00%             | 2032-01-25      | Floating      | 3.69%                 | No            | 2                  | On Loan: No      |
| Carrington Mtg Ln                                                                    | CARR 2005-OPT2 M4                                                                                               | CUSIP: 144531CM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      112712 | PA      | $112616.13     | 0.01%             | 2035-05-25      | Floating      | 3.23%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS F 10/28/27 GMTN                                                                                              | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1833002.38    | 0.09%             | 2027-10-28      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| VMware Inc                                                                           | VMW 3.9 08/21/27                                                                                                | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      500000 | PA      | $468156.29     | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Enable Midstream Partners LP                                                         | ET 4.95 05/15/28                                                                                                | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |      900000 | PA      | $867478.85     | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Medtronic PLC                                                                        | MDT 4.625 03/15/45                                                                                              | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | IE        |       36000 | PA      | $33932.26      | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: —       |
| KKR Group Finance Company II LLC                                                     | KKR 5.5 02/01/43 144A                                                                                           | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27879.19      | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC F 07/23/24 GMTN                                                                                             | CUSIP: 06051GHK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      900000 | PA      | $900242.97     | 0.04%             | 2024-07-23      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK8838                                                                                                       | CUSIP: 3140HNZC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      814468 | PA      | $784442.21     | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 4.5 12/01/28                                                                                                | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      900000 | PA      | $837614.91     | 0.04%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty L.P.                                                                   | KRC 4.75 12/15/28                                                                                               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1278536.92    | 0.06%             | 2028-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Greenpoint Mtg Fdg                                                                   | GPMF 2006-OH1 A1                                                                                                | CUSIP: 39539GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289937 | PA      | $245025.86     | 0.01%             | 2037-01-26      | Floating      | 1.11%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 557073                                                                                                       | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10715 | PA      | $10858.36      | 0.00%             | 2040-06-01      | Variable      | 3.09%                 | No            | 2                  | On Loan: No      |
| Colombia (Republic of)                                                               | COLOM 5.625 02/26/44                                                                                            | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1080000 | PA      | $797132.59     | 0.04%             | 2044-02-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4 04/01/24 MTN                                                                                              | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      420000 | PA      | $415050.93     | 0.02%             | 2024-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mansard Mortgages 2007-1 Plc                                                         | MANSD 2007-1X A2                                                                                                | CUSIP: G5807QAC3<br>LEI: 213800JK7REF83LDFT15 | Long             | ABS-O            | CORP              | GB        |      494710 | PA      | $560134.24     | 0.03%             | 2047-04-15      | Floating      |  | Yes           | 2                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                  | TMST 2003-4 A1                                                                                                  | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2982 | PA      | $2796.61       | 0.00%             | 2043-09-25      | Floating      | 3.84%                 | No            | 2                  | On Loan: No      |
| Ameriquest Mortgage Securities                                                       | AMSI 2005-R10 M3                                                                                                | CUSIP: 03072SS89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2501178 | PA      | $2438722.42    | 0.12%             | 2035-11-25      | Floating      | 3.52%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H15 FC                                                                                                 | CUSIP: 38376RDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      949457 | PA      | $935089.97     | 0.05%             | 2065-06-20      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1629                                                                                                       | CUSIP: 31418AY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61759 | PA      | $60786.58      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM 5.017 06/26/24 144A                                                                                       | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1310000 | PA      | $1260540.15    | 0.06%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| CWABS Inc.                                                                           | CWL 2004-1 M1                                                                                                   | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70863 | PA      | $69122.28      | 0.00%             | 2034-03-25      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 4.375 03/22/28                                                                                           | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2095578.57    | 0.10%             | 2028-03-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ing Groep N V / Ing Bank N V                                                         | INTNED 4.625 01/06/26 144A                                                                                      | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1565896.79    | 0.08%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Volkswagen Bank GmbH                                                                 | VW 1.875 01/31/24 EMTN                                                                                          | CUSIP: D9T638JM5<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1154237.19    | 0.06%             | 2024-01-31      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.65 11/04/44 MTN                                                                                           | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      770000 | PA      | $655793.70     | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 3.734 12/15/24                                                                                              | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45855.95      | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings L.P                                                       | HR 3.1 02/15/30                                                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1259648.03    | 0.06%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.4 08/15/24                                                                                                | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $576375.41     | 0.03%             | 2024-08-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH 5.875 11/15/24                                                                                             | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $158319.96     | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS4347                                                                                                       | CUSIP: 3138WDZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60214 | PA      | $57962.63      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                            | MSBAM 2015-C25 A4                                                                                               | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1327371.36    | 0.07%             | 2048-10-19      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS 4.282 01/09/28 144A                                                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1550000 | PA      | $1289122.30    | 0.06%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRHID 3.4 05/09/27 144A                                                                                         | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1952471.60    | 0.10%             | 2027-05-09      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| C.H. Robinson Worldwide Inc                                                          | CHRW 4.2 04/15/28                                                                                               | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1421837.18    | 0.07%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.054 04/27/45                                                                                              | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45287.68      | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.95 06/01/45                                                                                               | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $360559.45     | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.559 04/23/24                                                                                             | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      800000 | PA      | $794897.02     | 0.04%             | 2024-04-23      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V4.207 06/12/24 144A                                                                                         | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2100000 | PA      | $2048087.50    | 0.10%             | 2024-06-12      | Fixed         | 4.21%                 | Yes           | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 4.625 06/15/45                                                                                              | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      130000 | PA      | $105238.42     | 0.01%             | 2045-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Bbccre Trust 2015-Gtp                                                                | BBCCR 2015-GTP D                                                                                                | CUSIP: 05490TAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390000 | PA      | $336087.06     | 0.02%             | 2033-08-12      | Floating      | 4.56%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V4.519 06/25/24                                                                                             | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1189231.22    | 0.06%             | 2024-06-25      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG V83093                                                                                                       | CUSIP: 3132L8NJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4102604 | PA      | $3819483.83    | 0.19%             | 2047-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1177                                                                                                       | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17489 | PA      | $16376.74      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3.75 04/15/24                                                                                               | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196602.39     | 0.01%             | 2024-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| Lloyds Bank plc                                                                      | LLOYDS 0 04/02/32 EMTN                                                                                          | CUSIP: G5577Y4Z0<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1223848.02    | 0.06%             | 2032-04-02      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.375 09/01/26                                                                                              | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1585803.36    | 0.08%             | 2026-09-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.3 05/06/44                                                                                                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21871.19      | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1711                                                                                                       | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65230 | PA      | $64199.44      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 4.95 10/01/44                                                                                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63978.39      | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 4.55 11/14/24                                                                                               | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9876.24       | 0.00%             | 2024-11-14      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA0384                                                                                                       | CUSIP: 3140Q7NA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8452238 | PA      | $7856792.26    | 0.39%             | 2047-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA0860                                                                                                       | CUSIP: 3140Q75W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12247283 | PA      | $11375588.04   | 0.57%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Niagara Mohawk Power Corporation                                                     | NGGLN 4.278 12/15/28 144A                                                                                       | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1851069.29    | 0.09%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| Ventas Realty L.P./Ventas Capital Corp.                                              | VTR 3 01/15/30                                                                                                  | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1439734.34    | 0.07%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.95 PERP P                                                                                                  | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      350000 | PA      | $320250.00     | 0.02%             | 2049-12-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.4 06/10/25                                                                                                  | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98326.70      | 0.00%             | 2025-06-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK 4.375 08/04/25                                                                                           | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      670000 | PA      | $655206.37     | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                   | ABNANV 4.75 07/28/25 144A                                                                                       | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $194192.77     | 0.01%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Arrow Electronics, Inc.                                                              | ARW 4.5 03/01/23                                                                                                | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1197548.67    | 0.06%             | 2023-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 3.1 10/07/28 A                                                                                              | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      588552 | PA      | $477445.23     | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.908 07/23/25                                                                                             | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1472800.96    | 0.07%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc.                                              | IFF 4.375 06/01/47                                                                                              | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $786853.32     | 0.04%             | 2047-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2017-H15 FE                                                                                                 | CUSIP: 38376R6F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1074971 | PA      | $1069730.24    | 0.05%             | 2067-07-20      | Floating      | 3.58%                 | No            | 2                  | On Loan: No      |
| Goodman US Finance Three LLC                                                         | GMGAU 3.7 03/15/28 144A                                                                                         | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $905586.42     | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Worldwide Plaza Tst                                                                  | WPT 2017-WWP A                                                                                                  | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1637251.38    | 0.08%             | 2036-11-12      | Fixed         | 3.53%                 | Yes           | 2                  | On Loan: No      |
| Smbc Aviation Capital Finance                                                        | SMBCAC 4.125 07/15/23 144A                                                                                      | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      900000 | PA      | $890681.37     | 0.04%             | 2023-07-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5597                                                                                                       | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      373864 | PA      | $374448.77     | 0.02%             | 2048-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WestRock Company                                                                     | WRK 4 03/15/28                                                                                                  | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1027341.30    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2320                                                                                                       | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19842 | PA      | $18457.01      | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2523                                                                                                       | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288094 | PA      | $267981.72     | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6997                                                                                                       | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      936738 | PA      | $875100.71     | 0.04%             | 2050-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6460                                                                                                       | CUSIP: 3140XAFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162742 | PA      | $140535.40     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8146                                                                                                       | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      779484 | PA      | $638395.22     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 2.921 03/17/52                                                                                             | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       37000 | PA      | $26624.71      | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN BR3286                                                                                                       | CUSIP: 3140L1UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78878 | PA      | $65315.02      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR4753                                                                                                       | CUSIP: 3140L3H79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83941 | PA      | $69506.75      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 4.375 04/15/26 144a                                                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      210000 | PA      | $195011.46     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR8478                                                                                                       | CUSIP: 3140L7M41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82960 | PA      | $68848.22      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9290                                                                                                       | CUSIP: 3133AGKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      258664 | PA      | $213707.18     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET V6.25 PERP A                                                                                                 | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51075.00      | 0.00%             | 2049-12-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 784106                                                                                                       | CUSIP: 3622A2R38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55991 | PA      | $52469.64      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA5117                                                                                                       | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1463208 | PA      | $1204819.14    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Limited                                                             | TENCNT 3.84 04/22/51 144A                                                                                       | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      910000 | PA      | $651327.88     | 0.03%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CHTR 4.5 06/01/33 144A                                                                                          | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $753860.10     | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DBJPM 2016-SFC MORTGAGE TRUST                                                        | DBJPM 2016-C3 A4                                                                                                | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310000 | PA      | $283409.75     | 0.01%             | 2049-08-12      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 10/31/28                                                                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      750000 | PA      | $648867.19     | 0.03%             | 2028-10-31      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0546                                                                                                       | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3376713 | PA      | $2802313.39    | 0.14%             | 2061-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM0071                                                                                                       | CUSIP: 3140X3CH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43820 | PA      | $40892.96      | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CHTR 4.5 05/01/32                                                                                               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $7985.75       | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| AREIT 2022-CRE7 LTD                                                                  | AREIT 2022-CRE7 A                                                                                               | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1428480.86    | 0.07%             | 2039-06-17      | Floating      | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V9.75 PERP 144A                                                                                              | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1270000 | PA      | $1109430.56    | 0.06%             | 2049-12-31      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE4543                                                                                                       | CUSIP: 3133BEBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       97842 | PA      | $94987.18      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-21 AH                                                                                                  | CUSIP: 38380RTP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      708762 | PA      | $556093.79     | 0.03%             | 2063-06-16      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC7086                                                                                                       | CUSIP: 3133AR2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      360682 | PA      | $307135.27     | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6896                                                                                                       | CUSIP: 3140LHUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $198485.45     | 0.01%             | 2032-11-01      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| Gs Mortgage Securities Tr 2017-Gs6                                                   | GSMS 2017-GS6 A2                                                                                                | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |      296270 | PA      | $271640.70     | 0.01%             | 2050-05-12      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $163256.46     | 0.01%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2138                                                                                                       | CUSIP: 31418BLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15249 | PA      | $14649.75      | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2707                                                                                                       | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175858 | PA      | $163579.45     | 0.01%             | 2036-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MAPS TRUST                                                                           | MAPSL 2021-1A A                                                                                                 | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      392442 | PA      | $326727.05     | 0.02%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2185                                                                                                       | CUSIP: 3140XHNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194870 | PA      | $184007.42     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51                                                                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      450000 | PA      | $292759.82     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 786216                                                                                                       | CUSIP: 3622ABYM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      196936 | PA      | $179447.21     | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR4722                                                                                                       | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76798 | PA      | $63306.68      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Clarios (Power Solutions)                                                            | Clarios (Power Solutions) Term Loan B 325 2026-04-01                                                            | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      608332 | PA      | $598194.48     | 0.03%             | 2026-04-01      | Floating      | 3.44%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA4142                                                                                                       | CUSIP: 3133KKS75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77106 | PA      | $66612.31      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 01/03/23                                                                                                    | CUSIP: 912796ZH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1520000 | PA      | $1520000.00    | 0.08%             | 2023-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR QC0161                                                                                                       | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       82337 | PA      | $67872.49      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4946                                                                                                       | CUSIP: 3140X8P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      445813 | PA      | $451907.62     | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6149                                                                                                       | CUSIP: 3140LGZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $95619.26      | 0.00%             | 2032-08-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TSY. 0.00%                                                             | UNITED STATES TSY. 0.00%                                                                                        | CUSIP: 912796ZM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1760000 | PA      | $1754613.42    | 0.09%             | 2023-01-31      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.5 04/15/31                                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      450000 | PA      | $389301.08     | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 3.041 03/17/62                                                                                             | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      108000 | PA      | $76046.05      | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN BS6914                                                                                                       | CUSIP: 3140LHVG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $99992.11      | 0.00%             | 2032-11-01      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-189 PT                                                                                                 | CUSIP: 38383LDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      595988 | PA      | $502305.05     | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8200000 | PA      | $7119882.47    | 0.35%             | 2052-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8786                                                                                                       | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90106 | PA      | $77345.89      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6134                                                                                                       | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211214 | PA      | $196461.44     | 0.01%             | 2040-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-29 TI                                                                                                  | CUSIP: 38382NT31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      472091 | PA      | $81303.95      | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3614                                                                                                       | CUSIP: 3140QPAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      285695 | PA      | $270535.96     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2023                                                                                                       | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392469 | PA      | $371642.65     | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7312                                                                                                       | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      536742 | PA      | $468829.22     | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Hudson River Trading                                                                 | Hudson River Trading Term Loan B 300 2028-03-01                                                                 | CUSIP: 44413EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      325050 | PA      | $308188.03     | 0.02%             | 2028-03-01      | Floating      | 3.19%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0560                                                                                                       | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94372 | PA      | $78318.21      | 0.00%             | 2061-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.4 10/15/52                                                                                               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      380000 | PA      | $258795.80     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.7 03/15/32                                                                                               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      610000 | PA      | $496039.32     | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BW3302                                                                                                       | CUSIP: 3140MUU40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99289 | PA      | $96452.99      | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-14 AB                                                                                                  | CUSIP: 38380RRS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      372392 | PA      | $290330.33     | 0.01%             | 2063-06-16      | Fixed         | 1.34%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6898                                                                                                       | CUSIP: 3140LHUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199571 | PA      | $198763.02     | 0.01%             | 2032-10-01      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1927187.50    | 0.10%             | 2052-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2600000 | PA      | $2505648.44    | 0.12%             | 2052-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1400000 | PA      | $1248906.47    | 0.06%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.375 11/15/40                                                                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3560000 | PA      | $2333885.93    | 0.12%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET V7.125 PERP G                                                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      360000 | PA      | $301500.00     | 0.02%             | 2049-12-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ9453                                                                                                       | CUSIP: 3140KVQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172354 | PA      | $142398.65     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 03/31/28                                                                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5400000 | PA      | $4703906.25    | 0.23%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 09/30/23                                                                                                 | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      160000 | PA      | $154686.83     | 0.01%             | 2023-09-30      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 786134                                                                                                       | CUSIP: 3622ABV33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      561036 | PA      | $489298.14     | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.2 05/15/32                                                                                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191008.07     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR4080                                                                                                       | CUSIP: 3140L2RA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84668 | PA      | $69414.47      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR8518                                                                                                       | CUSIP: 3140L7PC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78168 | PA      | $64726.17      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8740                                                                                                       | CUSIP: 3138WJWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66759 | PA      | $63969.53      | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.21 04/22/42                                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       60000 | PA      | $43715.91      | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2.7 05/01/25                                                                                               | CUSIP: 62954HAW8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      170000 | PA      | $160301.54     | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1218                                                                                                       | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      138270 | PA      | $132289.84     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE6418                                                                                                       | CUSIP: 3133BGDX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      198595 | PA      | $187091.19     | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-139 AL                                                                                                 | CUSIP: 38383M3M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      300000 | PA      | $279448.97     | 0.01%             | 2051-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                                       | ORBIA 1.875 05/11/26 144A                                                                                       | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      350000 | PA      | $302799.00     | 0.02%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST                                                        | SFO 2021-555 D                                                                                                  | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      970000 | PA      | $839042.53     | 0.04%             | 2038-05-17      | Floating      | 6.28%                 | Yes           | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2022-NQM3 A1                                                                                              | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      297840 | PA      | $292834.22     | 0.01%             | 2062-07-25      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD3960                                                                                                       | CUSIP: 3133B1MH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      280209 | PA      | $229908.65     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6917                                                                                                       | CUSIP: 3140LHVK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $196718.23     | 0.01%             | 2032-11-01      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS7025                                                                                                       | CUSIP: 3140LHYX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $100434.10     | 0.00%             | 2032-11-01      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6131                                                                                                       | CUSIP: 3140LGY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $282556.28     | 0.01%             | 2032-07-01      | Fixed         | 3.89%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256219                                                                                                       | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1352 | PA      | $1352.65       | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ACE Secs 07-Asap1                                                                    | ACE 2007-ASP1 A2B                                                                                               | CUSIP: 00442JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2328102 | PA      | $938185.10     | 0.05%             | 2037-03-25      | Floating      | 1.46%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.25 05/15/50                                                                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24740000 | PA      | $13466871.16   | 0.67%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                             | SRFC 2021-2A A                                                                                                  | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273880 | PA      | $251066.05     | 0.01%             | 2038-09-20      | Fixed         | 1.35%                 | Yes           | 2                  | On Loan: No      |
| PRKCM 2022-AFC1 TRUST                                                                | PRKCM 2022-AFC1 A1A                                                                                             | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1129745 | PA      | $1064329.84    | 0.05%             | 2057-04-25      | Floating      | 4.10%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE4026                                                                                                       | CUSIP: 3133BDPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.01          | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4                                        | NRZT 2022-NQM4 A1                                                                                               | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275037 | PA      | $269084.38     | 0.01%             | 2062-07-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1305                                                                                                       | CUSIP: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      487753 | PA      | $483209.37     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE5203                                                                                                       | CUSIP: 3133BEX81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.01          | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 6.1 08/19/32                                                                                                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      220000 | PA      | $203950.78     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Banks                                                              | FHLBDN 0 02/28/23                                                                                               | CUSIP: 313384CL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1660000 | PA      | $1648648.15    | 0.08%             | 2023-02-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 4 11/15/52                                                                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      240000 | PA      | $242550.00     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9489                                                                                                       | CUSIP: 3140XDRK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92922 | PA      | $76009.43      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-196 BE                                                                                                 | CUSIP: 38381HB67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      300000 | PA      | $228871.37     | 0.01%             | 2064-10-16      | Floating      | 3.00%                 | No            | 2                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds GOVT PTFL                                                                                     | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       42144 | NS      | $42143.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.375 11/15/48                                                                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1370000 | PA      | $1219407.03    | 0.06%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.625 11/15/50                                                                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7140000 | PA      | $4293761.74    | 0.21%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 04/30/28                                                                                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3190000 | PA      | $2773929.29    | 0.14%             | 2028-04-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.658 05/24/28                                                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      230000 | PA      | $223216.29     | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN BV9808                                                                                                       | CUSIP: 3140MP3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.565 06/14/30                                                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1134518.24    | 0.06%             | 2030-06-14      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1143                                                                                                       | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      442619 | PA      | $433279.59     | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA2472                                                                                                       | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180400 | PA      | $171734.42     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0777                                                                                                       | CUSIP: 3132DM2J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      275879 | PA      | $235921.06     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6056                                                                                                       | CUSIP: 3140LGWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $93839.09      | 0.00%             | 2032-08-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6894                                                                                                       | CUSIP: 3140LHUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $199142.11     | 0.01%             | 2032-12-01      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0549                                                                                                       | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      662839 | PA      | $566779.91     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1749                                                                                                       | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      594203 | PA      | $508092.95     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR7423                                                                                                       | CUSIP: 3140L6G99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89204 | PA      | $73103.46      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.375 02/15/38                                                                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       10000 | PA      | $10537.89      | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Guidestone Fds                                                                       | Guidestone Fds MONEY MKT INSTL                                                                                  | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    24316844 | NS      | $24316843.69   | 1.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 2.525 06/01/50                                                                                             | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       18000 | PA      | $12074.46      | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 11/15/23                                                                                                 | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       60000 | PA      | $57696.18      | 0.00%             | 2023-11-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| EQT Corporation                                                                      | EQT 3.125 05/15/26 144A                                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9202.56       | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6184                                                                                                       | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      782965 | PA      | $649789.29     | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.91 05/24/33                                                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      580000 | PA      | $546629.60     | 0.03%             | 2033-05-24      | Fixed         | 4.91%                 | No            | 2                  | On Loan: —       |
| Cogent Communications Group Inc.                                                     | CCOI 7 06/15/27 144A                                                                                            | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      600000 | PA      | $588706.85     | 0.03%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2066                                                                                                       | CUSIP: 3140XHJL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192877 | PA      | $182641.87     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners L P                                                         | CQP 3.25 01/31/32                                                                                               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       80000 | PA      | $63714.22      | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FS2528                                                                                                       | CUSIP: 3140XHY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195387 | PA      | $151490.21     | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6103                                                                                                       | CUSIP: 3140LGX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99456 | PA      | $96764.21      | 0.00%             | 2032-07-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1751                                                                                                       | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       97728 | PA      | $84087.30      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V2.193 06/05/26 144A                                                                                         | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      610000 | PA      | $521894.46     | 0.03%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9485                                                                                                       | CUSIP: 3133AGRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       80943 | PA      | $67325.99      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.4 03/22/41                                                                                                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       80000 | PA      | $60732.84      | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 11/30/25                                                                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       20000 | PA      | $17909.38      | 0.00%             | 2025-11-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 02/15/51                                                                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4720000 | PA      | $3031217.18    | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ0254                                                                                                       | CUSIP: 3140KKH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71500 | PA      | $59205.67      | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6418                                                                                                       | CUSIP: 3140XADY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84046 | PA      | $69751.12      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 5.125 02/01/28 144A                                                                                      | CUSIP: 46590XAG1<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1138955.36    | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.937 11/01/56                                                                                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      135000 | PA      | $84755.71      | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN CB0458                                                                                                       | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1690139 | PA      | $1440738.61    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE3427                                                                                                       | CUSIP: 3133BCYY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      190739 | PA      | $185173.05     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET V6.75 PERP F                                                                                                 | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      280000 | PA      | $243250.00     | 0.01%             | 2049-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN BR5589                                                                                                       | CUSIP: 3140L4F79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82237 | PA      | $67407.02      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6215                                                                                                       | CUSIP: 3140LG3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $95656.88      | 0.00%             | 2032-07-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-102 CB                                                                                                 | CUSIP: 38381HFN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1500000 | PA      | $1029033.15    | 0.05%             | 2064-06-16      | Floating      | 2.25%                 | No            | 2                  | On Loan: No      |
| Colombia (Republic of)                                                               | COLOM 4.125 02/22/42                                                                                            | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      650000 | PA      | $410257.24     | 0.02%             | 2042-02-22      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB0100                                                                                                       | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170361 | PA      | $150261.01     | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6565                                                                                                       | CUSIP: 3140LHJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $189689.32     | 0.01%             | 2032-09-01      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS6124                                                                                                       | CUSIP: 3140LGYW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $95484.80      | 0.00%             | 2032-07-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB0470                                                                                                       | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603949 | PA      | $532687.49     | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                  | CGCMT 2014-GC23 B                                                                                               | CUSIP: 17322VAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370000 | PA      | $351047.79     | 0.02%             | 2047-07-12      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Focus Financial                                                                      | Focus Financial Term Loan B (Incremental) 325 2028-06-01                                                        | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |       84958 | PA      | $84126.53      | 0.00%             | 2028-06-01      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| PLACEHOLD FNMA 10YR POOL                                                             | PLACEHOLD FNMA 10YR POOL                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $714574.22     | 0.04%             | 2024-01-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6400                                                                                                       | CUSIP: 3140XADE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      434205 | PA      | $355965.65     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4325                                                                                                       | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      611991 | PA      | $501226.89     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      500000 | PA      | $473809.16     | 0.02%             | 2052-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1900000 | PA      | $1748531.96    | 0.09%             | 2052-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.625 08/15/43                                                                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      280000 | PA      | $259437.50     | 0.01%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 03/31/26                                                                                                 | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1415507.81    | 0.07%             | 2026-03-31      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BK V3.75 PERP I                                                                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      700000 | PA      | $565569.80     | 0.03%             | 2049-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 02/15/52                                                                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12352000 | PA      | $8677280.00    | 0.43%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 5.1 07/15/32                                                                                                | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      600000 | PA      | $582109.61     | 0.03%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                        | CMLTI 2006-WF1 A1                                                                                               | CUSIP: 17307G4E5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     2102755 | PA      | $1070924.30    | 0.05%             | 2036-03-25      | Floating      | 2.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V4.897 07/25/33 MTN                                                                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1139807.44    | 0.06%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 10/31/27                                                                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      110000 | PA      | $110592.97     | 0.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 06/01/23                                                                                                    | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1700000 | PA      | $1668355.09    | 0.08%             | 2023-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $7734723.58    | 0.38%             | 2052-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $679466.43     | 0.03%             | 2052-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 0.75 01/31/28                                                                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14690000 | PA      | $12517486.72   | 0.62%             | 2028-01-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.875 04/30/29                                                                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2700000 | PA      | $2534783.21    | 0.13%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 05/15/52                                                                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2680000 | PA      | $2168287.50    | 0.11%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| F&G Global Funding                                                                   | FNF 5.15 07/07/25 144A                                                                                          | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1177205.65    | 0.06%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| HIT TRUST 2022-HI32                                                                  | HIT 2022-HI32 C                                                                                                 | CUSIP: 40442AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1227429.50    | 0.06%             | 2039-07-15      | Floating      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| Garden SpinCo Corp                                                                   | NEOG 8.625 07/20/30 144A                                                                                        | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $636867.00     | 0.03%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 07/15/52                                                                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1149898.33    | 0.06%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 08/15/52                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5550000 | PA      | $4616906.25    | 0.23%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 4 10/31/29                                                                                                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4720000 | PA      | $4733643.75    | 0.24%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 05/25/23                                                                                                    | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3437785.26    | 0.17%             | 2023-05-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2200000 | PA      | $2212876.89    | 0.11%             | 2052-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $702101.10     | 0.03%             | 2052-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      600000 | PA      | $608835.94     | 0.03%             | 2052-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1972500.00    | 0.10%             | 2052-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2500000 | PA      | $2428710.95    | 0.12%             | 2052-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 11/15/25                                                                                                 | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1480000 | PA      | $1402473.43    | 0.07%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Structured Asset Securities Corp.                                                    | SASC 2007-BC4 A1                                                                                                | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2521376 | PA      | $2425539.65    | 0.12%             | 2037-11-25      | Floating      | 3.32%                 | No            | 2                  | On Loan: No      |
| Nationstar HELT                                                                      | NSTR 2007-C 1AV1                                                                                                | CUSIP: 63860KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2234023 | PA      | $2176111.43    | 0.11%             | 2037-06-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| VOYA CLO 2022-2 LTD                                                                  | VOYA 2022-2A B                                                                                                  | CUSIP: 92919MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1489042.65    | 0.07%             | 2034-07-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 02/09/23                                                                                                    | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2540000 | PA      | $2529879.75    | 0.13%             | 2023-02-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 02/21/23                                                                                                    | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3350000 | PA      | $3331070.31    | 0.17%             | 2023-02-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | XIT 4 11/15/42                                                                                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1280000 | PA      | $1261800.00    | 0.06%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3300000 | PA      | $3272800.77    | 0.16%             | 2052-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $637387.39     | 0.03%             | 2052-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1596607.38    | 0.08%             | 2052-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2800000 | PA      | $2654643.77    | 0.13%             | 2052-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6600000 | PA      | $5803139.43    | 0.29%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0552                                                                                                       | CUSIP: 3132DMTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      420400 | PA      | $344448.26     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR6515                                                                                                       | CUSIP: 3140L5GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83906 | PA      | $69790.52      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11000000 | PA      | $9332780.60    | 0.46%             | 2052-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kkr Clo 16 Ltd 2016                                                                  | KKR 16 A2R2                                                                                                     | CUSIP: 48251BAY6<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2377527.75    | 0.12%             | 2034-10-20      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.1 03/22/28                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      290000 | PA      | $252654.36     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ9224                                                                                                       | CUSIP: 3140KVHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174227 | PA      | $142810.31     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 11/15/51                                                                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      651000 | PA      | $416690.86     | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 05/31/29                                                                                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6260000 | PA      | $5830236.35    | 0.29%             | 2029-05-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5754                                                                                                       | CUSIP: 3140X9MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52204 | PA      | $50156.24      | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 4.625 04/15/29 144A                                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      310000 | PA      | $270459.72     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP                                   | GSMS 2022-SHIP C                                                                                                | CUSIP: 36269CAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1225932.06    | 0.06%             | 2036-08-15      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V5.015 07/22/33                                                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $573346.61     | 0.03%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: —       |
| VASA TRUST 2021-VASA                                                                 | VASA 2021-VASA A                                                                                                | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390000 | PA      | $360551.43     | 0.02%             | 2039-07-15      | Floating      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA9358                                                                                                       | CUSIP: 3140QHMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83622 | PA      | $73756.42      | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                                       | ORBIA 2.875 05/11/31 144A                                                                                       | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      520000 | PA      | $407001.40     | 0.02%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| EQT Corporation                                                                      | EQT 3.625 05/15/31 144A                                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      210000 | PA      | $178596.42     | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: —       |
| PALMER SQUARE LOAN FN FRN                                                            | PALMER SQUARE LOAN FN FRN                                                                                       | CUSIP: 69702QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1483899.90    | 0.07%             | 2031-01-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                                                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5260000 | PA      | $4807968.75    | 0.24%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2749                                                                                                       | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106431 | PA      | $96008.33      | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC0041                                                                                                       | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      156143 | PA      | $128713.17     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | XIB 0 02/28/23                                                                                                  | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2290000 | PA      | $2274747.01    | 0.11%             | 2023-02-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      800000 | PA      | $736786.49     | 0.04%             | 2052-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.625 02/15/44                                                                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      760000 | PA      | $702673.44     | 0.03%             | 2044-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 02/15/48                                                                                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6170000 | PA      | $5104951.94    | 0.25%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 02/15/41                                                                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2390000 | PA      | $1702875.00    | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.375 05/15/51                                                                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3800000 | PA      | $2753441.41    | 0.14%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                        | LNCR 2021-CRE5 AS                                                                                               | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1039629.80    | 0.05%             | 2036-07-15      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.25 05/15/42                                                                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      150000 | PA      | $132445.31     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.625 05/31/27                                                                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      170000 | PA      | $160503.91     | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.748 07/19/33 144A                                                                                     | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $574149.25     | 0.03%             | 2033-07-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.889 07/20/33                                                                                              | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1134616.52    | 0.06%             | 2033-07-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/25/23                                                                                                    | CUSIP: 912796CV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      360000 | PA      | $354962.24     | 0.02%             | 2023-04-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V3.091 05/14/32 144A                                                                                         | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      360000 | PA      | $250559.47     | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB0101                                                                                                       | CUSIP: 3140QKDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85396 | PA      | $75320.64      | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      800000 | PA      | $714192.09     | 0.04%             | 2052-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 08/15/45                                                                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3640000 | PA      | $2956504.70    | 0.15%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2 02/15/50                                                                                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11530000 | PA      | $7695599.46    | 0.38%             | 2050-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.375 08/15/50                                                                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13800000 | PA      | $7753066.39    | 0.39%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.75 08/15/41                                                                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1350000 | PA      | $931368.16     | 0.05%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 02/23/23                                                                                                    | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5570000 | PA      | $5536518.20    | 0.28%             | 2023-02-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1834                                                                                                       | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      965464 | PA      | $913203.67     | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1320067.20    | 0.07%             | 2052-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.5 02/15/45                                                                                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      950000 | PA      | $721628.91     | 0.04%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Guidestone Fds                                                                       | Guidestone Fds MONEY MKT INSTL                                                                                  | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    14610429 | NS      | $14610428.92   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2110                                                                                                       | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14827 | PA      | $14244.88      | 0.00%             | 2034-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6767                                                                                                       | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75808 | PA      | $70566.64      | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO16(M)-R2 LP                                                | GOCAP 2013-16A A1R2                                                                                             | CUSIP: 38178EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2450000 | PA      | $2351823.48    | 0.12%             | 2033-07-25      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2630362.53    | 0.13%             | 2052-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200000 | PA      | $173827.55     | 0.01%             | 2052-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.125 08/15/40                                                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4730000 | PA      | $2962532.03    | 0.15%             | 2040-08-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1630845.82    | 0.08%             | 2052-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                       | CERB 2021-2A A                                                                                                  | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $962885.45     | 0.05%             | 2033-04-22      | Floating      | 4.13%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 05/15/41                                                                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2450000 | PA      | $1856257.81    | 0.09%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2 08/15/51                                                                                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3830000 | PA      | $2533933.97    | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 5.625 07/15/52                                                                                              | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      600000 | PA      | $554244.35     | 0.03%             | 2052-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                                 | MUFG V5.133 07/20/33                                                                                            | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1250000 | PA      | $1201267.32    | 0.06%             | 2033-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 02/02/23                                                                                                    | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      790000 | PA      | $787496.80     | 0.04%             | 2023-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 03/02/23                                                                                                    | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3193000 | PA      | $3171219.76    | 0.16%             | 2023-03-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2579                                                                                                       | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230434 | PA      | $214348.44     | 0.01%             | 2036-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                                                                                | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      860000 | PA      | $710568.06     | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 3.125 08/31/29                                                                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4720000 | PA      | $4492204.68    | 0.22%             | 2029-08-31      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                                                         | B 0 03/28/23                                                                                                    | CUSIP: 912796Z85<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5440000 | PA      | $5386656.26    | 0.27%             | 2023-03-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA3882                                                                                                       | CUSIP: 3133KKJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      412182 | PA      | $340541.19     | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6015                                                                                                       | CUSIP: 3140X9VH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54209 | PA      | $51946.36      | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC0885                                                                                                       | CUSIP: 3133AJ6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       86350 | PA      | $71822.67      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.3 05/15/31                                                                                                | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41884.53      | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN CB0114                                                                                                       | CUSIP: 3140QKDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.02          | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2773                                                                                                       | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      898043 | PA      | $835332.90     | 0.04%             | 2036-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6039                                                                                                       | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      189011 | PA      | $175864.75     | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Voya CLO 2017-3 Ltd/ LLC                                                             | VOYA 2017-3A A1R                                                                                                | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $474850.18     | 0.02%             | 2034-04-20      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9391                                                                                                       | CUSIP: 3133AGNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25205 | PA      | $20871.41      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC1164                                                                                                       | CUSIP: 3133AKJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       78792 | PA      | $65316.16      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0573                                                                                                       | CUSIP: 3132DMT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151957 | PA      | $126391.27     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31                                                                                               | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      170000 | PA      | $139828.88     | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9961                                                                                                       | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       88540 | PA      | $72986.38      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ1528                                                                                                       | CUSIP: 3140KLVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69846 | PA      | $57803.63      | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR6462                                                                                                       | CUSIP: 3140L5FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169653 | PA      | $138944.90     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6555                                                                                                       | CUSIP: 3140XAH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429288 | PA      | $352001.81     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR7745                                                                                                       | CUSIP: 3140L6TB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77842 | PA      | $64456.58      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR7744                                                                                                       | CUSIP: 3140L6TA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81732 | PA      | $67829.76      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM0068                                                                                                       | CUSIP: 3140X3CE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105777 | PA      | $99521.16      | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.5 11/15/31 144a                                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      920000 | PA      | $640033.91     | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5783                                                                                                       | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217065 | PA      | $201914.43     | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QK0701                                                                                                       | CUSIP: 3133D3X67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       79000 | PA      | $69678.05      | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7540                                                                                                       | CUSIP: 3132DVLV5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |     3847782 | PA      | $3310471.50    | 0.16%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.625 03/15/52 144A                                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15770.42      | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Targa Resources Co                                                                   | TRGP 4.2 02/01/33                                                                                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      330000 | PA      | $285924.39     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32 144A                                                                                          | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      685000 | PA      | $604815.59     | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4.5 04/15/52                                                                                                | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      550000 | PA      | $463795.82     | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BP2428                                                                                                       | CUSIP: 3140K9VW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7454 | PA      | $7217.55       | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 4.5 06/01/52 39                                                                                             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31804.33      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V4.897 07/25/33 MTN                                                                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      825000 | PA      | $783617.61     | 0.04%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8779                                                                                                       | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202519 | PA      | $173814.34     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE7247                                                                                                       | CUSIP: 3133BHBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       30681 | PA      | $30669.57      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corporation                                                                    | ETN 4.15 03/15/33                                                                                               | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      775000 | PA      | $724577.95     | 0.04%             | 2033-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-INV1                                                 | VERUS 2022-INV1 A1                                                                                              | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97011 | PA      | $95647.17      | 0.00%             | 2067-08-25      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Public Storage                                                                       | PSA 0.875 02/15/26                                                                                              | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62129.47      | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 4.25 05/01/29 144A                                                                                         | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9586.54       | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DRYDEN 87 CLO LTD                                                                    | DRSLF 2021-87A A1                                                                                               | CUSIP: 26246GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $468631.78     | 0.02%             | 2034-05-22      | Floating      | 4.08%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7675                                                                                                       | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226556 | PA      | $195377.80     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT3303                                                                                                       | CUSIP: 3140LRU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89261 | PA      | $76871.35      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.25 04/01/52                                                                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      475000 | PA      | $382058.04     | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HP Inc                                                                               | HPQ 4 04/15/29                                                                                                  | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      105000 | PA      | $96270.88      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 2.15 02/03/32                                                                                               | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       90000 | PA      | $70716.15      | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: —       |
| Southwestern Energy Company                                                          | SWN 5.375 03/15/30                                                                                              | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63976.08      | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 04/15/32 144A                                                                                         | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      710000 | PA      | $627407.37     | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA9075                                                                                                       | CUSIP: 3140QHCM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1406111 | PA      | $1359187.21    | 0.07%             | 2051-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                           | BIO 3.7 03/15/32                                                                                                | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      250000 | PA      | $215532.87     | 0.01%             | 2032-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fort CRE 2022-FL3 Issuer LLC                                                         | FORT 2022-FL3 A                                                                                                 | CUSIP: 34706CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1203839.88    | 0.06%             | 2039-02-23      | Floating      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| CSL Finance PLC                                                                      | CSLAU 3.85 04/27/27 144A                                                                                        | CUSIP: 12661PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      150000 | PA      | $143938.57     | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.571 04/27/33                                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $981173.83     | 0.05%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7473                                                                                                       | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      141525 | PA      | $126991.67     | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7910                                                                                                       | CUSIP: 3140XBYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177641 | PA      | $153797.30     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC2044                                                                                                       | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       84771 | PA      | $73465.96      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC4689                                                                                                       | CUSIP: 3133APF61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       87355 | PA      | $75332.61      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cloudera                                                                             | Cloudera First-lien Term Loan 375 2028-07-24                                                                    | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |      218350 | PA      | $206579.84     | 0.01%             | 2028-07-24      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 1.6 08/12/28                                                                                               | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      460000 | PA      | $392385.83     | 0.02%             | 2028-08-12      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.15 04/15/32                                                                                                | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      225000 | PA      | $215485.58     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: —       |
| KeyCorp                                                                              | KEY V4.789 06/01/33 MTN                                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38026.59      | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            | 2                  | On Loan: —       |
| Energy Transfer LP                                                                   | ET V6.5 PERP H                                                                                                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51999.10      | 0.00%             | 2049-12-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7518                                                                                                       | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260475 | PA      | $223514.63     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.4 05/01/30                                                                                               | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $217226.78     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| HP Inc                                                                               | HPQ 5.5 01/15/33                                                                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9454.80       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA5276                                                                                                       | CUSIP: 3133KL2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4788623 | PA      | $4078748.81    | 0.20%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd.                                                  | KOHNPW 4.25 07/27/27 144A                                                                                       | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |      250000 | PA      | $240887.50     | 0.01%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7706                                                                                                       | CUSIP: 3133KPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      543958 | PA      | $547443.87     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7707                                                                                                       | CUSIP: 3133KPR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1274794 | PA      | $1278241.96    | 0.06%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 3.85 08/15/32 144A                                                                                         | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      945000 | PA      | $840592.18     | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| GCAT 2022-NQM4 TRUST                                                                 | GCAT 2022-NQM4 A1                                                                                               | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131436 | PA      | $125893.02     | 0.01%             | 2067-08-25      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 3.85 03/15/52                                                                                               | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32561.18      | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32                                                                                               | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      225000 | PA      | $200003.02     | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| South Africa (Republic of)                                                           | SOAF 5.875 04/20/32                                                                                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      360000 | PA      | $326043.00     | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM                                   | TCO 2022-DPM A                                                                                                  | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $827563.15     | 0.04%             | 2037-05-15      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK Financing I PLC                                                           | VMED 4.75 07/15/31 144A                                                                                         | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $179924.74     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: —       |
| Cayuga Park Clo Ltd / Llc                                                            | CYGPK 2020-1A AR                                                                                                | CUSIP: 149791AP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $767319.65     | 0.04%             | 2034-07-17      | Floating      | 3.86%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.6 03/15/33                                                                                                | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4811.00       | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| American Express Company                                                             | AXP V4.42 08/03/33                                                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19019.11      | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA5576                                                                                                       | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      352508 | PA      | $302214.60     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CSMC 2020-NET                                                                        | CSMC 2020-NET B                                                                                                 | CUSIP: 126438AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $587432.63     | 0.03%             | 2037-08-17      | Fixed         | 2.82%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.5 04/15/25                                                                                               | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      870000 | PA      | $837982.16     | 0.04%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Point Au Roche Park Clo Ltd/Pt Au Roche Park Clo Llc                                 | PARPK 2021-1A A                                                                                                 | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1170000 | PA      | $1125821.27    | 0.06%             | 2034-07-20      | Floating      | 3.79%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB4307                                                                                                       | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      974527 | PA      | $974456.91     | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7574                                                                                                       | CUSIP: 3133KPMX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      396999 | PA      | $399542.90     | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7575                                                                                                       | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      565235 | PA      | $566763.67     | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                  | OBX 2022-NQM7 A1                                                                                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144045 | PA      | $137145.32     | 0.01%             | 2062-08-25      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7676                                                                                                       | CUSIP: 3140XBQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87964 | PA      | $75681.14      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT0846                                                                                                       | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88455 | PA      | $75936.08      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR0001                                                                                                       | CUSIP: 3140KXAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78986 | PA      | $67862.63      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5125                                                                                                       | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1069524 | PA      | $904403.04     | 0.04%             | 2041-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 4.279 03/15/32 144A                                                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1468602.42    | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD9326                                                                                                       | CUSIP: 3133B7LF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      206107 | PA      | $198793.19     | 0.01%             | 2052-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM2971                                                                                                       | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1827837 | PA      | $1759524.97    | 0.09%             | 2045-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0296                                                                                                       | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3624983 | PA      | $3465965.54    | 0.17%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 1.915 02/01/27                                                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $955788.26     | 0.05%             | 2027-02-01      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 4.3 03/15/28                                                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62783.16      | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7441                                                                                                       | CUSIP: 3133KPHS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       28853 | PA      | $29037.55      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17                                                        | BBCMS 2022-C17 AS                                                                                               | CUSIP: 054976AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $806530.07     | 0.04%             | 2055-09-17      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.7 04/01/29                                                                                               | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      325000 | PA      | $298736.06     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.5 04/01/27                                                                                               | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      325000 | PA      | $304734.07     | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 4.3 04/06/29                                                                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      400000 | PA      | $359838.21     | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7162                                                                                                       | CUSIP: 3140XA5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66671 | PA      | $65334.64      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Rentals (North America), Inc.                                                 | URI 3.75 01/15/32                                                                                               | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      190000 | PA      | $155254.70     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.125 09/15/31                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      240000 | PA      | $191569.90     | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN CA3861                                                                                                       | CUSIP: 3140QBJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1005915 | PA      | $937372.53     | 0.05%             | 2049-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA1023                                                                                                       | CUSIP: 31334XD48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      106220 | PA      | $98981.86      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-173 MI                                                                                                 | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2311815 | PA      | $304464.79     | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.75 04/15/27                                                                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47235.31      | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.3 05/19/32                                                                                               | CUSIP: 3133ENXC9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     1310000 | PA      | $1214983.29    | 0.06%             | 2032-05-19      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V4.808 07/25/28 MTN                                                                                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34233.89      | 0.00%             | 2028-07-25      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2045                                                                                                       | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      469565 | PA      | $402756.78     | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9492                                                                                                       | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      362651 | PA      | $311053.11     | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                                  | SUZANO 3.125 01/15/32 DM3N                                                                                      | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      720000 | PA      | $562403.59     | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT3244                                                                                                       | CUSIP: 3140LRTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176493 | PA      | $151847.49     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Waste Connections Inc (CA) Inc                                                       | WCNCN 4.2 01/15/33                                                                                              | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      238000 | PA      | $222168.64     | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.85 03/28/34                                                                                              | CUSIP: 3133ENSY7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     2880000 | PA      | $2529093.67    | 0.13%             | 2034-03-28      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.908 07/21/42                                                                                              | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $103281.67     | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST                                                    | GSMS 2021-RENT B                                                                                                | CUSIP: 36260XAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663129 | PA      | $615084.18     | 0.03%             | 2035-11-21      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.05 08/12/51                                                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      120000 | PA      | $78884.28      | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| HCA Inc.                                                                             | HCA 3.625 03/15/32 144A                                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      700000 | PA      | $596251.83     | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B20 XA                                                                                               | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3483167 | PA      | $268696.18     | 0.01%             | 2053-10-20      | Floating      | 1.62%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT3290                                                                                                       | CUSIP: 3140LRUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92126 | PA      | $79177.33      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA3967                                                                                                       | CUSIP: 3140QBMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      723152 | PA      | $673876.73     | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.772 07/28/30                                                                                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4790.08       | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT3270                                                                                                       | CUSIP: 3140LRT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179832 | PA      | $154666.19     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                            | PRXNA 3.061 07/13/31 144A                                                                                       | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1120000 | PA      | $869182.82     | 0.04%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 4.1 11/15/32                                                                                                | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      500000 | PA      | $471933.62     | 0.02%             | 2032-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR QE5890                                                                                                       | CUSIP: 3133BFRK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25629 | PA      | $25698.78      | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7900                                                                                                       | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170402 | PA      | $146607.18     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Univision Communications                                                             | Univision Communications Term Loan B 325 2026-03-01                                                             | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      108598 | PA      | $107104.82     | 0.01%             | 2026-03-01      | Floating      | 3.38%                 | No            | 2                  | On Loan: No      |
| Builders Firstsource, Inc.                                                           | BLDR 4.25 02/01/32 144A                                                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16267.32      | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1693654.07    | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL9854                                                                                                       | CUSIP: 3138ER5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21221 | PA      | $20888.39      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Public Storage                                                                       | PSA 1.85 05/01/28                                                                                               | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4306.10       | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 4.75 08/01/28 144A                                                                                         | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64472.82      | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.08 03/30/37                                                                                              | CUSIP: 3133ENTJ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     1770000 | PA      | $1486609.49    | 0.07%             | 2037-03-30      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 4.4 04/05/52 144A                                                                                          | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20090.82      | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.9 04/12/32                                                                                               | CUSIP: 3133ENUJ7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     2640000 | PA      | $2374006.23    | 0.12%             | 2032-04-12      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31                                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      370000 | PA      | $304271.77     | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Smb Private Education Loan Trust 2021-C                                              | SMB 2021-C B                                                                                                    | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580000 | PA      | $497641.33     | 0.02%             | 2053-01-15      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| South Africa (Republic of)                                                           | SOAF 7.3 04/20/52                                                                                               | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      370000 | PA      | $320438.50     | 0.02%             | 2052-04-20      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corporation                                                    | COF V4.927 05/10/28                                                                                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19399.45      | 0.00%             | 2028-05-10      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM2984                                                                                                       | CUSIP: 3140X6J69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1794706 | PA      | $1712374.35    | 0.09%             | 2045-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0295                                                                                                       | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      927816 | PA      | $836453.36     | 0.04%             | 2049-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SLG OFFICE TRUST                                                                     | SLG 2021-OVA A                                                                                                  | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $345164.98     | 0.02%             | 2041-07-17      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7727                                                                                                       | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85262 | PA      | $74023.39      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC4818                                                                                                       | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90402 | PA      | $77511.64      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC4824                                                                                                       | CUSIP: 3133APLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90503 | PA      | $78047.13      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9416                                                                                                       | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5483004 | PA      | $5084336.75    | 0.25%             | 2045-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2.5 05/11/31                                                                                               | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $160320.55     | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7786                                                                                                       | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22648 | PA      | $21679.30      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                                                               | BWP 3.6 09/01/32                                                                                                | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      700000 | PA      | $583218.13     | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.456 06/08/32                                                                                               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      775000 | PA      | $740849.30     | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings Llc                                                             | CE 6.33 07/15/29                                                                                                | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29273.62      | 0.00%             | 2029-07-15      | Fixed         | 6.33%                 | No            | 2                  | On Loan: —       |
| T-Mobile USA, Inc.                                                                   | TMUS 3 02/15/41                                                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $28419.52      | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC3690                                                                                                       | CUSIP: 3133ANC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      180362 | PA      | $155538.24     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.45 08/01/52                                                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       28000 | PA      | $25359.51      | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA6988                                                                                                       | CUSIP: 3140QEXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2866971 | PA      | $2479317.32    | 0.12%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC4690                                                                                                       | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      183792 | PA      | $157764.51     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2021-B28 XA                                                                                               | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3852769 | PA      | $272673.58     | 0.01%             | 2054-08-17      | Floating      | 1.28%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.2 03/01/33                                                                                               | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1234231.14    | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                                            | ARAMCO 3.5 04/16/29 REGS                                                                                        | CUSIP: M8237RAD6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1130000 | PA      | $1040012.45    | 0.05%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CommScope Inc.                                                                       | COMM 4.75 09/01/29 144A                                                                                         | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8080.75       | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4577                                                                                                       | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15998409 | PA      | $13068800.65   | 0.65%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.947 02/24/28                                                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63567.11      | 0.00%             | 2028-02-24      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 3.7 04/14/27                                                                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      470000 | PA      | $443654.96     | 0.02%             | 2027-04-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0282                                                                                                       | CUSIP: 3140XFJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      663414 | PA      | $649276.88     | 0.03%             | 2050-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CSL Finance PLC                                                                      | CSLAU 4.25 04/27/32 144A                                                                                        | CUSIP: 12661PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      625000 | PA      | $592402.77     | 0.03%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM2985                                                                                                       | CUSIP: 3140X6J77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897733 | PA      | $861827.64     | 0.04%             | 2044-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings L.P                                                       | HR 2.05 03/15/31                                                                                                | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      175000 | PA      | $128771.47     | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| BANK 2022-BNK43                                                                      | BANK 2022-BNK43 A5                                                                                              | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $946468.50     | 0.05%             | 2055-08-17      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7442                                                                                                       | CUSIP: 3133KPHT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       42642 | PA      | $42757.60      | 0.00%             | 2052-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana, LLC                                                               | ETR 4.75 09/15/52                                                                                               | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27338.62      | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Eurohome UK Mortgages 2007-1 PLC                                                     | EHMU 2007-1 A                                                                                                   | CUSIP: G3224PAB7<br>LEI: 2138009XX8M6MTY8SG15 | Long             | ABS-O            | CORP              | GB        |      918358 | PA      | $1067289.70    | 0.05%             | 2044-06-15      | Floating      | 4.02%                 | Yes           | 2                  | On Loan: No      |
| Lehman Brothers Holding Inc Escrow                                                   | Lehman Brothers Holding Inc Escrow 5.625% SNR PERP NTS USD (SEC REGD) (I)                                       | CUSIP: 525ESCIB7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $8050.00       | 0.00%             | 2049-01-24      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 2.836 01/15/25 144A                                                                                      | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2076182.13    | 0.10%             | 2050-01-15      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Florida, LLC                                                             | DUK 2.5 12/01/29                                                                                                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1377237.27    | 0.07%             | 2029-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| JERSEY MIKES FUNDING LLC                                                             | JMIKE 2019-1A A2                                                                                                | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49625 | PA      | $44732.20      | 0.00%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           | 2                  | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.9 05/15/30                                                                                                | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1319439.30    | 0.07%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Newcrest Finance Pty Ltd                                                             | NCMAU 3.25 05/13/30 144A                                                                                        | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1174833.69    | 0.06%             | 2030-05-13      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Finsbury Square 2020-2 PLC                                                           | FSQ 2020-2A A                                                                                                   | CUSIP: BCC2NNL64<br>LEI: 635400O5ID5O4HXMUA47 | Long             | ABS-O            | CORP              | GB        |      612015 | PA      | $740647.89     | 0.04%             | 2070-06-16      | Floating      |  | Yes           | 2                  | On Loan: No      |
| United Airlines (United Milage Plus)                                                 | United Airlines (United Milage Plus) Term Loan B 525 2027-06-21                                                 | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1357200 | PA      | $1398424.95    | 0.07%             | 2027-06-21      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Nustar Logistics, L.P.                                                               | NSUS 6.375 10/01/30                                                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      700000 | PA      | $648507.80     | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                           | UAL 5.875 10/15/27 20-1                                                                                         | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1738843 | PA      | $1718142.82    | 0.09%             | 2029-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LL ABS TRUST 2022-1                                                                  | REACH 2022-1A A                                                                                                 | CUSIP: 50203YAA3<br>LEI: 5967007LIEEXZXK7FS45 | Long             | ABS-O            | CORP              | US        |     1187222 | PA      | $1162977.94    | 0.06%             | 2029-11-15      | Fixed         | 3.76%                 | Yes           | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.875 06/18/26                                                                                             | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1431212.47    | 0.07%             | 2026-06-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE1181                                                                                                       | CUSIP: 3133BAJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      992396 | PA      | $873793.53     | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                  | HII 0.67 08/16/23                                                                                               | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2427953.49    | 0.12%             | 2023-08-16      | Fixed         | 0.67%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV2452                                                                                                       | CUSIP: 3140MFWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      980333 | PA      | $862924.80     | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2007-OA3 2A1A                                                                                              | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      252533 | PA      | $218929.59     | 0.01%             | 2047-04-25      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                     | OHI 3.625 10/01/29                                                                                              | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1318744.42    | 0.07%             | 2029-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Funding 2019-Auburn 13 plc                                       | TPMF 2019-A13A A1                                                                                               | CUSIP: BCC2LAHU6<br>LEI: 635400HPLEYAA7LW8Q98 | Long             | ABS-O            | CORP              | GB        |     1343360 | PA      | $1601553.92    | 0.08%             | 2045-07-20      | Floating      |  | Yes           | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2.625 11/18/24                                                                                             | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1621205.95    | 0.08%             | 2024-11-18      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7056                                                                                                       | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      262233 | PA      | $257976.87     | 0.01%             | 2050-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8070                                                                                                       | CUSIP: 3140XB6G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64061 | PA      | $59627.14      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      180000 | PA      | $131375.15     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.5 09/22/28                                                                                                | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      150000 | PA      | $129129.62     | 0.01%             | 2028-09-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| Israel (State Of)                                                                    | ISRAEL 2.75 07/03/30                                                                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1800000 | PA      | $1639395.00    | 0.08%             | 2030-07-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | VW 3.125 05/12/23 144A                                                                                          | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1587432.99    | 0.08%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.8 12/01/57                                                                                                  | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       90000 | PA      | $63012.74      | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.137 11/15/35 144A                                                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $852989.16     | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Federal Realty OP LP                                                                 | FRT 3.5 06/01/30                                                                                                | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1635215.78    | 0.08%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| Aviation Capital Group LLC                                                           | ACGCAP 5.5 12/15/24 144A                                                                                        | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1964438.34    | 0.10%             | 2024-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.891 04/06/36                                                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      600000 | PA      | $481295.37     | 0.02%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Castlelake Aviation Limited                                                          | Castlelake Aviation Limited Term Loan B 275 2026-09-26                                                          | CUSIP: 14855NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      137406 | PA      | $136437.02     | 0.01%             | 2026-09-26      | Floating      | 2.88%                 | No            | 2                  | On Loan: No      |
| Teledyne FLIR LLC                                                                    | TDY 2.5 08/01/30                                                                                                | CUSIP: 302445AE1<br>LEI: VOBD35NEPH6WISIRTJ85 | Long             | DBT              | CORP              | US        |      250000 | PA      | $202957.32     | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 3.37 11/17/23                                                                                                 | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1856991.41    | 0.09%             | 2023-11-17      | Fixed         | 3.37%                 | No            | 2                  | On Loan: —       |
| Aercap Ireland Capital DAC                                                           | AER 2.45 10/29/26                                                                                               | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      360000 | PA      | $315637.36     | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Provincia de Buenos Aires                                                            | BUENOS 5.25 09/01/37 144A                                                                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | CORP              | AR        |      320000 | PA      | $112000.00     | 0.01%             | 2037-09-01      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Danske Bank A/S                                                                      | DANBNK V1.621 09/11/26 144A                                                                                     | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1800000 | PA      | $1588405.85    | 0.08%             | 2026-09-11      | Fixed         | 1.62%                 | Yes           | 2                  | On Loan: No      |
| Southern Power Company                                                               | SO 0.9 01/15/26                                                                                                 | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1941160.05    | 0.10%             | 2026-01-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.8 09/22/31                                                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       80000 | PA      | $65558.54      | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 841081                                                                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      125100 | PA      | $120179.84     | 0.01%             | 2050-02-01      | Variable      | 3.09%                 | No            | 2                  | On Loan: No      |
| G.S. MORTGAGE BACKED SECURITIES TRUST 2022-GR2                                       | GSMBS 2022-GR2 A2                                                                                               | CUSIP: 36267BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2451240 | PA      | $2048952.52    | 0.10%             | 2052-08-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2                            | GMCAR 2022-2 A2                                                                                                 | CUSIP: 362585AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1629111 | PA      | $1611403.06    | 0.08%             | 2025-05-16      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Ali Group                                                                            | Ali Group Term Loan B 200 2028-09-26                                                                            | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      133000 | PA      | $132168.74     | 0.01%             | 2028-09-26      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 3.3 01/30/32                                                                                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1100000 | PA      | $865846.51     | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9387                                                                                                       | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93197 | PA      | $76203.58      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.65 09/15/59                                                                                                 | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      127000 | PA      | $86030.25      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ball Corporation                                                                     | BALL 3.125 09/15/31                                                                                             | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      280000 | PA      | $225240.40     | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FH 841076                                                                                                       | CUSIP: 31288QFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      912777 | PA      | $866001.09     | 0.04%             | 2048-11-01      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.65 10/21/32                                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1223979.09    | 0.06%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8864                                                                                                       | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      438890 | PA      | $376953.76     | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-6                                                    | VERUS 2022-6 A3                                                                                                 | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2353671 | PA      | $2201728.10    | 0.11%             | 2067-01-25      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR V7.385 11/02/28                                                                                            | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1044173.36    | 0.05%             | 2028-11-02      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5140 NI                                                                                                     | CUSIP: 3137H24R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      641860 | PA      | $86811.53      | 0.00%             | 2049-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 4.875 02/01/31                                                                                             | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      250000 | PA      | $224728.25     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 80344                                                                                                        | CUSIP: 36225CL20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8732 | PA      | $8438.60       | 0.00%             | 2029-11-20      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Arm Trust                                                               | BSARM 2002-11 1A1                                                                                               | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2099 | PA      | $1999.35       | 0.00%             | 2033-02-25      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC6551                                                                                                       | CUSIP: 3133ARH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       87237 | PA      | $75231.06      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7590                                                                                                       | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      756511 | PA      | $678657.45     | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Inc                                                                    | DPABS 2019-1A A2                                                                                                | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |     1313848 | PA      | $1138414.30    | 0.06%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 2.25 06/01/30                                                                                               | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1572049.49    | 0.08%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4.625 06/15/30 FF                                                                                           | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      600000 | PA      | $562888.64     | 0.03%             | 2030-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ares Finance Co. II LLC                                                              | ARES 3.25 06/15/30 144A                                                                                         | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1493211.63    | 0.07%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4989 FB                                                                                                     | CUSIP: 3137FUKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      501309 | PA      | $488160.77     | 0.02%             | 2040-10-15      | Floating      | 3.26%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC 0.65 10/22/25                                                                                             | CUSIP: 3134GWZV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     7100000 | PA      | $6379936.42    | 0.32%             | 2025-10-22      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| CSMC 2020-RPL5 TRUST                                                                 | CSMC 2020-RPL5 A1                                                                                               | CUSIP: 12597XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648259 | PA      | $622609.62     | 0.03%             | 2060-08-25      | Floating      | 3.02%                 | Yes           | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 2.125 02/21/26 144A                                                                                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $2155489.96    | 0.11%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-1                                                       | MSAIC 2022-1A A                                                                                                 | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1905457 | PA      | $1591951.16    | 0.08%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8220                                                                                                       | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      980568 | PA      | $863406.91     | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.5 09/15/53                                                                                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      354000 | PA      | $240326.65     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM8977                                                                                                       | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87564 | PA      | $75885.56      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4653                                                                                                       | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      983671 | PA      | $865777.06     | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V5.414 09/13/28                                                                                          | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1700000 | PA      | $1703638.17    | 0.08%             | 2028-09-13      | Fixed         | 5.41%                 | No            | 2                  | On Loan: —       |
| Morgan Stanley                                                                       | MS V2.511 10/20/32 MTN                                                                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      340000 | PA      | $266913.15     | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: —       |
| Aercap Ireland Capital DAC                                                           | AER 3 10/29/28                                                                                                  | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      680000 | PA      | $572081.08     | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8685                                                                                                       | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84021 | PA      | $74046.17      | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH 5.125 06/01/29                                                                                             | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $90590.50      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.5 03/01/42                                                                                               | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      120000 | PA      | $78198.17      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9299                                                                                                       | CUSIP: 3140XDKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268696 | PA      | $221097.46     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 535598                                                                                                       | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1907 | PA      | $1860.16       | 0.00%             | 2040-10-01      | Variable      | 3.09%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alternative A Trust                                                     | BALTA 2005-4 23A2                                                                                               | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72623 | PA      | $67639.02      | 0.00%             | 2035-05-25      | Floating      | 3.12%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8576                                                                                                       | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1913267 | PA      | $1722570.24    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7141                                                                                                       | CUSIP: 3140XA5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50076 | PA      | $48073.11      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust                                                | MARM 2004-13 3A7                                                                                                | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78914 | PA      | $71168.37      | 0.00%             | 2034-11-21      | Floating      | 3.87%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAFC 2005-D A1                                                                                                  | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194246 | PA      | $183077.68     | 0.01%             | 2035-05-25      | Floating      | 3.42%                 | No            | 2                  | On Loan: No      |
| Altice France S.A                                                                    | SFRFP 5.5 10/15/29 144A                                                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $191078.75     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9335                                                                                                       | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181830 | PA      | $154826.68     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.572 10/20/32                                                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1222233.13    | 0.06%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Avolon                                                                               | Avolon Term Loan B-5 225 2027-12-01                                                                             | CUSIP: 05400KAH3<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      176850 | PA      | $176771.30     | 0.01%             | 2027-12-01      | Floating      | 2.38%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.55 09/15/55                                                                                                 | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      301000 | PA      | $203113.17     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33                                                                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77444.40      | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| WHITEBOX CLO III LTD                                                                 | WBOX 2021-3A A1                                                                                                 | CUSIP: 96467HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $759049.51     | 0.04%             | 2034-10-16      | Floating      | 3.73%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 841077                                                                                                       | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      244591 | PA      | $235897.07     | 0.01%             | 2047-11-01      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FSPC T-61 1A1                                                                                                   | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |      251684 | PA      | $252242.90     | 0.01%             | 2044-07-25      | Floating      | 3.06%                 | No            | 2                  | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2005-AR8 2A1A                                                                                              | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       64494 | PA      | $59019.90      | 0.00%             | 2045-07-25      | Floating      | 3.34%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                                   | VRT 4.125 11/15/28 144A                                                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85118.00      | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 804965                                                                                                       | CUSIP: 31406BJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10569 | PA      | $10332.36      | 0.00%             | 2034-12-01      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| 1ST Horizon Mtg                                                                      | FHAMS 2004-AA1 A1                                                                                               | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105670 | PA      | $98406.33      | 0.00%             | 2034-06-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2005-AR13 A1A1                                                                                             | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321700 | PA      | $297533.44     | 0.01%             | 2045-10-25      | Floating      | 3.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR6051                                                                                                       | CUSIP: 3138W3WM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319465 | PA      | $276263.78     | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Choice Hotels International, Inc.                                                    | CHH 3.7 12/01/29                                                                                                | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1312781.81    | 0.07%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.8 04/01/31                                                                                               | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      750000 | PA      | $587338.03     | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 2.45 01/31/31                                                                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1800000 | PA      | $1498053.20    | 0.07%             | 2031-01-31      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| Realty Income Corp.                                                                  | O 3.25 01/15/31                                                                                                 | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1570578.87    | 0.08%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.55 07/01/30                                                                                               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1641147.44    | 0.08%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4989 FA                                                                                                     | CUSIP: 3137FUKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      555684 | PA      | $540199.57     | 0.03%             | 2040-08-15      | Floating      | 3.11%                 | No            | 2                  | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 2.328 01/15/28 144A                                                                                      | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $1933433.02    | 0.10%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V1.75 11/19/30 EMTN                                                                                          | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $758755.67     | 0.04%             | 2030-11-19      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.45 02/15/31 144A                                                                                         | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1585375.22    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| Atlas Funding 2021-1 plc                                                             | AFUND 2021-1 A                                                                                                  | CUSIP: G0618YAA0<br>LEI: 635400ITH77FQC2T4O54 | Long             | ABS-O            | CORP              | GB        |     1389128 | PA      | $1671362.41    | 0.08%             | 2058-07-25      | Floating      |  | Yes           | 2                  | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                 | JPMCC 2021-410T A                                                                                               | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1557083.44    | 0.08%             | 2042-03-07      | Fixed         | 2.29%                 | Yes           | 2                  | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                            | GOOD 2022-2CS A                                                                                                 | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1907734 | PA      | $1557763.08    | 0.08%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2.7 05/01/25                                                                                               | CUSIP: 62954HAW8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1603015.40    | 0.08%             | 2025-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CGI Inc                                                                              | GIBACN 1.45 09/14/26                                                                                            | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     2300000 | PA      | $2039714.91    | 0.10%             | 2026-09-14      | Fixed         | 1.45%                 | No            | 2                  | On Loan: —       |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM 3.25 09/23/24 XR                                                                                          | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1400000 | PA      | $1329376.83    | 0.07%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: —       |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                               | SBRA 3.9 10/15/29                                                                                               | CUSIP: 78572XAG6<br>LEI: 5493008V2SV0789N9W56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1261214.25    | 0.06%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                              | LVLT 3.4 03/01/27 144A                                                                                          | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1357386.72    | 0.07%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.75 04/27/32                                                                                               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2300000 | PA      | $2153875.60    | 0.11%             | 2032-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| Expedia Group Inc                                                                    | EXPE 6.25 05/01/25 144a                                                                                         | CUSIP: 30212PAS4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $2074382.21    | 0.10%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Starbucks Corporation                                                                | SBUX 2.55 11/15/30                                                                                              | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1606930.30    | 0.08%             | 2030-11-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Discovery Communications, LLC                                                        | WBD 3.625 05/15/30                                                                                              | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1493473.75    | 0.07%             | 2030-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: —       |
| Stifel Financial Corporation                                                         | SF 4 05/15/30                                                                                                   | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1656919.31    | 0.08%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3 06/15/50                                                                                                  | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1024488.75    | 0.05%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amdocs Limited                                                                       | DOX 2.538 06/15/30                                                                                              | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     1600000 | PA      | $1305808.70    | 0.06%             | 2030-06-15      | Fixed         | 2.54%                 | No            | 2                  | On Loan: —       |
| Block Financial Llc                                                                  | HRB 3.875 08/15/30                                                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1407680.13    | 0.07%             | 2030-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CSMC 2020-NET                                                                        | CSMC 2020-NET A                                                                                                 | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1954638 | PA      | $1749951.85    | 0.09%             | 2037-08-17      | Fixed         | 2.26%                 | Yes           | 2                  | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 2.65 10/15/30 144A                                                                                          | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      700000 | PA      | $560742.91     | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | Yes           | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 3.5 03/30/51                                                                                               | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $514842.78     | 0.03%             | 2051-03-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2020-1A A2                                                                                                | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1386000 | PA      | $1176140.47    | 0.06%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2022-PJ3                                         | GSMBS 2022-PJ3 A4                                                                                               | CUSIP: 362924AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2086481 | PA      | $1687875.91    | 0.08%             | 2052-08-25      | Floating      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Slam 2021-1 Limited / Slam 2021-1 Llc                                                | SLAM 2021-1A A                                                                                                  | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1359300 | PA      | $1129180.43    | 0.06%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           | 2                  | On Loan: No      |
| DEL MONTE FOODS TM LN                                                                | DEL MONTE FOODS TM LN                                                                                           | CUSIP: LX2026362<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      166455 | PA      | $161929.09     | 0.01%             | 2098-02-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE5484                                                                                                       | CUSIP: 3133BFCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1983169 | PA      | $1746225.73    | 0.09%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V4.808 07/25/28 MTN                                                                                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1760600.18    | 0.09%             | 2028-07-25      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 5.141 03/15/52 144A                                                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      350000 | PA      | $257048.75     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| Jackson Financial Inc                                                                | JXN 5.67 06/08/32                                                                                               | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      600000 | PA      | $562809.81     | 0.03%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: —       |
| Wells Fargo & Company                                                                | WFC V4.54 08/15/26 MTN                                                                                          | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1668614.46    | 0.08%             | 2026-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Enel Finance America LLC                                                             | ENELIM 2.875 07/12/41 144A                                                                                      | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1396391.92    | 0.07%             | 2041-07-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: —       |
| MetLife Inc.                                                                         | MET V3.85 PERP G                                                                                                | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $931250.00     | 0.05%             | 2049-12-31      | Fixed         | 3.85%                 | No            | 2                  | On Loan: —       |
| Macquarie Group Ltd.                                                                 | MQGAU V4.442 06/21/33 144A                                                                                      | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $568084.22     | 0.03%             | 2033-06-21      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| Sonic Cap Llc                                                                        | SONIC 2020-1A A2I                                                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      634833 | PA      | $565591.31     | 0.03%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 6.875 01/15/29                                                                                             | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1162377.94    | 0.06%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBHS 4 03/25/32                                                                                                 | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1090403.45    | 0.05%             | 2032-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GCAT 2022-NQM3 TRUST                                                                 | GCAT 2022-NQM3 A3                                                                                               | CUSIP: 36168MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2385224 | PA      | $2217988.88    | 0.11%             | 2067-04-25      | Floating      | 4.34%                 | Yes           | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V2.226 05/25/26                                                                                          | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1472101.68    | 0.07%             | 2026-05-25      | Fixed         | 2.23%                 | No            | 2                  | On Loan: No      |
| VMware Inc                                                                           | VMW 4.65 05/15/27                                                                                               | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      700000 | PA      | $679623.35     | 0.03%             | 2027-05-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FS RIALTO 2022-FL5 ISSUER LLC                                                        | FSRIA 2022-FL5 B                                                                                                | CUSIP: 30327MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $547430.62     | 0.03%             | 2037-06-19      | Floating      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| American National Group Inc                                                          | ANAT 6.144 06/13/32 144A                                                                                        | CUSIP: 02772AAA7<br>LEI: 549300RZTZ0HILNF3Y05 | Long             | DBT              | CORP              | US        |      600000 | PA      | $571048.04     | 0.03%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.375 04/23/25                                                                                                | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1242366.13    | 0.06%             | 2025-04-23      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.35 01/15/31                                                                                               | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1634336.37    | 0.08%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 25(M)-R LTD                                               | GOCAP 2015-25A AR                                                                                               | CUSIP: 38175NAA6<br>LEI: 254900XWTZJ46JGSP919 | Long             | ABS-CBDO         | CORP              | KY        |      449835 | PA      | $442470.87     | 0.02%             | 2030-05-05      | Floating      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 4.279 03/15/32 144A                                                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      350000 | PA      | $289583.58     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.45 06/01/30                                                                                               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1488880.56    | 0.07%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                          | AMMST 2020-MF1 A5                                                                                               | CUSIP: 03881BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1111894.68    | 0.06%             | 2053-05-16      | Fixed         | 2.76%                 | Yes           | 2                  | On Loan: No      |
| Arbys Funding Llc 2015-1                                                             | ARBYS 2020-1A A2                                                                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1368500 | PA      | $1161612.84    | 0.06%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| Textron Inc.                                                                         | TXT 2.45 03/15/31                                                                                               | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1370457.34    | 0.07%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| Darling Ingredients, Inc                                                             | DAR 6 06/15/30 144A                                                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      325000 | PA      | $318126.25     | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: —       |
| Ascend Performance Materials                                                         | Ascend Performance Materials Term Loan B 475 2026-08-01                                                         | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |      596962 | PA      | $563905.25     | 0.03%             | 2026-08-01      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2020-M33 X2                                                                                                 | CUSIP: 3136BBAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     6976140 | PA      | $662201.37     | 0.03%             | 2031-01-25      | Floating      | 2.24%                 | No            | 2                  | On Loan: No      |
| MANHATTAN WEST 2020-1MW MORTGAGE TRUST                                               | OMW 2020-1MW A                                                                                                  | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1456530.93    | 0.07%             | 2039-09-12      | Floating      | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 3.8 03/15/32 144A                                                                                         | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $565029.71     | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| FS RIALTO 2022-FL5 ISSUER LLC                                                        | FSRIA 2022-FL5 AS                                                                                               | CUSIP: 30327MAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1792272.78    | 0.09%             | 2037-06-19      | Floating      | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Jgwpt Xxxviii Llc 2017-1                                                             | HENDR 2017-1A A                                                                                                 | CUSIP: 46620JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      188196 | PA      | $163948.49     | 0.01%             | 2060-08-16      | Fixed         | 3.99%                 | Yes           | 2                  | On Loan: No      |
| Munich Reinsurance AG                                                                | MUNRE V5.875 05/23/42 144A                                                                                      | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1201390.80    | 0.06%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Trustage Financial Group Inc                                                         | CUNAMU 4.625 04/15/32 144A                                                                                      | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1128390.18    | 0.06%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 1.55 03/15/28                                                                                              | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1825543.37    | 0.09%             | 2028-03-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress Inc                                                             | DUK 3.4 04/01/32                                                                                                | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2047220.90    | 0.10%             | 2032-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT8106                                                                                                       | CUSIP: 3140LXAG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      990244 | PA      | $872010.96     | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV2531                                                                                                       | CUSIP: 3140MFY56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      990988 | PA      | $872592.54     | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V6.119 07/14/26                                                                                              | CUSIP: 25160PAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1792916.38    | 0.09%             | 2026-07-14      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 3.25 11/08/29 144A                                                                                       | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      472000 | PA      | $404213.50     | 0.02%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 3.244 10/05/26                                                                                           | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1023670.58    | 0.05%             | 2026-10-05      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| Bbcms Mortgage Trust                                                                 | BBCMS 2020-C6 ASB                                                                                               | CUSIP: 05492TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1618552.08    | 0.08%             | 2053-02-18      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                           | BAMLL 2020-BOC A                                                                                                | CUSIP: 05551JAA8<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1719864.60    | 0.09%             | 2032-01-16      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4.95 05/19/50                                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      700000 | PA      | $515273.95     | 0.03%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Exelon Generation Company, LLC                                                       | CEG 3.25 06/01/25                                                                                               | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1533224.28    | 0.08%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Emory University                                                                     | EMORYU 1.566 09/01/25 2020                                                                                      | CUSIP: 29157TAC0<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1468280.09    | 0.07%             | 2025-09-01      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                           | ALK 4.8 08/15/27 144A                                                                                           | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |     1433480 | PA      | $1368426.63    | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: —       |
| Pacific Gas and Electric Company                                                     | PCG 3.15 01/01/26                                                                                               | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1209476.92    | 0.06%             | 2026-01-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V1.904 09/30/28 144A                                                                                        | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1504056.98    | 0.07%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC 0.65 10/27/25                                                                                             | CUSIP: 3134GW5R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     7200000 | PA      | $6467808.96    | 0.32%             | 2025-10-27      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC 0.8 10/28/26                                                                                              | CUSIP: 3134GW6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     7200000 | PA      | $6288446.09    | 0.31%             | 2026-10-28      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V1.488 12/14/26 144A                                                                                     | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1480727.85    | 0.07%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-LTV2                                                 | JPMMT 2022-LTV2 A3                                                                                              | CUSIP: 46655LAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2022884 | PA      | $1797786.38    | 0.09%             | 2052-09-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                                              | CRVNA 2022-P2 A2                                                                                                | CUSIP: 14686JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1470370 | PA      | $1459115.43    | 0.07%             | 2025-07-10      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4698                                                                                                       | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      986094 | PA      | $867998.04     | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JetBlue Airways Corporation                                                          | JBLU 2.75 05/15/32 2019                                                                                         | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |     1818345 | PA      | $1500045.61    | 0.07%             | 2033-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Amsted Industries Incorporated                                                       | AMSIND 4.625 05/15/30 144A                                                                                      | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $171471.00     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Funding 2020 - Auburn 14 Plc                                     | TPMF 2020-A14X A                                                                                                | CUSIP: G8961JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2985052 | PA      | $3545961.03    | 0.18%             | 2045-05-20      | Floating      |  | Yes           | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.04 05/01/27                                                                                                | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1239578.76    | 0.06%             | 2027-05-01      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| ITC Holdings Corporation                                                             | ITC 2.95 05/14/30 144A                                                                                          | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1611504.45    | 0.08%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                       | MSC 2020-CNP A                                                                                                  | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1226033.76    | 0.06%             | 2030-04-05      | Floating      | 2.43%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP V1.907 06/16/26 144A                                                                                      | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1278386.63    | 0.06%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                      | REGN 1.75 09/15/30                                                                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1168811.03    | 0.06%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CLI FUNDING VI LLC                                                                   | CLIF 2020-3A A                                                                                                  | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |       74500 | PA      | $64859.85      | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 3.5 03/15/27                                                                                                | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      550000 | PA      | $525380.18     | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Goodman US Finance Five LLC                                                          | GMGAU 4.625 05/04/32 144A                                                                                       | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1835133.98    | 0.09%             | 2032-05-04      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| The Bank of Israel                                                                   | MAKAM 0 04/05/23 0413                                                                                           | CUSIP: BV6625057<br>LEI: M8LYVLF5DOB9X0LZOW72 | Long             | DBT              | NUSS              | IL        |     6600000 | PA      | $1869727.75    | 0.09%             | 2023-04-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BW6250                                                                                                       | CUSIP: 3140MX5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      784088 | PA      | $690249.76     | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.509 01/23/29                                                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $910782.33     | 0.05%             | 2029-01-23      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3.25 03/01/28                                                                                                | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62799.41      | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V6.537 08/12/33 144A                                                                                         | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3900000 | PA      | $3442260.80    | 0.17%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| Equifax Inc.                                                                         | EFX 5.1 12/15/27                                                                                                | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1782871.70    | 0.09%             | 2027-12-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP 3.5 03/01/23 144A                                                                                           | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      925000 | PA      | $922786.53     | 0.05%             | 2023-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5332                                                                                                       | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      118403 | PA      | $118467.17     | 0.01%             | 2048-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.271 07/23/29 MTN                                                                                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      525000 | PA      | $491446.25     | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA1368                                                                                                       | CUSIP: 3140Q8QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      510849 | PA      | $488816.47     | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS9986                                                                                                       | CUSIP: 3138WLCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180127 | PA      | $177207.13     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Starbucks Corporation                                                                | SBUX 4 11/15/28                                                                                                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      475000 | PA      | $454015.98     | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Comcast Corporation                                                                  | CMCSA 3.95 10/15/25                                                                                             | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      425000 | PA      | $417031.37     | 0.02%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3.85 11/01/48                                                                                                | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17394.52      | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 05/15/52                                                                                                   | CUSIP: 912803GH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50050000 | PA      | $16275901.39   | 0.81%             | 2052-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corporation                                                         | LNC V9.25 PERP C                                                                                                | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      150000 | PA      | $158372.97     | 0.01%             | 2049-12-31      | Fixed         | 9.25%                 | No            | 2                  | On Loan: —       |
| CSX Corporation                                                                      | CSX 3.8 03/01/28                                                                                                | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      850000 | PA      | $813874.45     | 0.04%             | 2028-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.375 04/01/38                                                                                             | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       55000 | PA      | $46050.12      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA1008                                                                                                       | CUSIP: 3140Q8DN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199516 | PA      | $191605.52     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 3.7 08/01/25 E                                                                                              | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484614.19     | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS9928                                                                                                       | CUSIP: 3138WLA60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235079 | PA      | $231268.82     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 4.375 09/15/28                                                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36775.13      | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5.95 04/01/49                                                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      214000 | PA      | $188580.45     | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| BPCE SA                                                                              | BPCEGP 4 09/12/23 144A                                                                                          | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      750000 | PA      | $741792.75     | 0.04%             | 2023-09-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 4.2 10/01/28                                                                                               | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      375000 | PA      | $356187.94     | 0.02%             | 2028-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 5.15 11/15/46 *                                                                                               | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      125000 | PA      | $113421.01     | 0.01%             | 2046-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 3.8 02/15/28                                                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      300000 | PA      | $276430.19     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| BNP Paribas SA                                                                       | BNP 3.375 01/09/25 144A                                                                                         | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $433675.51     | 0.02%             | 2025-01-09      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 4.5 04/16/50                                                                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      250000 | PA      | $189597.13     | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q57853                                                                                                       | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      564384 | PA      | $558406.82     | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 4.125 11/16/28                                                                                              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      525000 | PA      | $504581.09     | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 4.625 09/12/28 144A                                                                                      | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $348819.91     | 0.02%             | 2028-09-12      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| CENTRAL TEX REGL MOBILITY AUTH                                                       | TX CTXGEN 3.17 01/01/2041                                                                                       | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $746782.20     | 0.04%             | 2041-01-01      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 3.15 11/15/27                                                                                                | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $327641.95     | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corporation                                                    | COF 3.3 10/30/24                                                                                                | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      345000 | PA      | $333380.86     | 0.02%             | 2024-10-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| FedEx Corporation                                                                    | FDX 4.05 02/15/48                                                                                               | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      380000 | PA      | $291858.60     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.3 03/01/48                                                                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       45000 | PA      | $37013.91      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                                                      | DLTR 4.2 05/15/28                                                                                               | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |      400000 | PA      | $384068.14     | 0.02%             | 2028-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC F 05/18/24                                                                                                 | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $298892.87     | 0.01%             | 2024-05-18      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.25 06/15/48                                                                                               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17504.02      | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA1119                                                                                                       | CUSIP: 3140Q8G58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429524 | PA      | $411000.10     | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK7483                                                                                                       | CUSIP: 3140HMJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334881 | PA      | $320436.83     | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V7.25 PERP 144A                                                                                              | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $287603.37     | 0.01%             | 2049-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: —       |
| Comcast Corporation                                                                  | CMCSA 4.7 10/15/48                                                                                              | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90506.00      | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP 4.25 11/01/28                                                                                               | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      206000 | PA      | $193957.16     | 0.01%             | 2028-11-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5652                                                                                                       | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      513906 | PA      | $499702.87     | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 05/31/29                                                                                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10300000 | PA      | $9592880.90    | 0.48%             | 2029-05-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8381                                                                                                       | CUSIP: 3138WJJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184858 | PA      | $181773.95     | 0.01%             | 2046-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V3.869 01/12/29 144A                                                                                         | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      425000 | PA      | $341834.27     | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Athene Holding Ltd                                                                   | ATH 4.125 01/12/28                                                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |        5000 | PA      | $4615.83       | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                             | AIA 3.9 04/06/28 144A                                                                                           | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $188498.99     | 0.01%             | 2028-04-06      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.25 04/15/28                                                                                            | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      725000 | PA      | $673204.08     | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BH9288                                                                                                       | CUSIP: 3140GYKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152830 | PA      | $146462.41     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.875 08/22/37                                                                                             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53766.08      | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.05 08/22/47                                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86667.23      | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Finance LLC                                                           | LNT 3.75 06/15/23 144A                                                                                          | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1365716.93    | 0.07%             | 2023-06-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                 | MUFG 4.286 07/26/38                                                                                             | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       30000 | PA      | $26218.47      | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5400                                                                                                       | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137218 | PA      | $137053.82     | 0.01%             | 2048-08-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 3.95 08/16/25                                                                                               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      350000 | PA      | $342683.59     | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.8 02/15/29                                                                                               | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      525000 | PA      | $504763.31     | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty L.P.                                                                   | KRC 4.75 12/15/28                                                                                               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      350000 | PA      | $319634.23     | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Corporation/Broadcom Cayman Finance Ltd                                     | AVGO 3.5 01/15/28                                                                                               | CUSIP: 11134LAR0<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64010.74      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds GOVT PTFL                                                                                     | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    17495932 | NS      | $17495932.28   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN 4 05/15/25                                                                                                 | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      550000 | PA      | $536685.52     | 0.03%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                    | GWOCN 4.047 05/17/28 144A                                                                                       | CUSIP: 39138QAA3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | US        |       89000 | PA      | $83749.44      | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| Alliant Energy Finance LLC                                                           | LNT 4.25 06/15/28 144A                                                                                          | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69618.40      | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BJ9253                                                                                                       | CUSIP: 3140HBH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321675 | PA      | $308271.60     | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Starbucks Corporation                                                                | SBUX 3.8 08/15/25                                                                                               | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      625000 | PA      | $612176.10     | 0.03%             | 2025-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5467                                                                                                       | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      887415 | PA      | $862885.02     | 0.04%             | 2048-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA2364                                                                                                       | CUSIP: 3140Q9TW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298105 | PA      | $294624.83     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5530                                                                                                       | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      555653 | PA      | $558562.68     | 0.03%             | 2048-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.234 11/06/28                                                                                             | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145932.04     | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            | 2                  | On Loan: —       |
| Dupont De Nemours Inc                                                                | DD 4.725 11/15/28                                                                                               | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346498.77     | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc                                                                       | HD 3.9 12/06/28                                                                                                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      250000 | PA      | $241605.77     | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Credit Agricole S.A.                                                                 | ACAFP 4.375 03/17/25 REGS                                                                                       | CUSIP: F2R125AC9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      275000 | PA      | $265876.17     | 0.01%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA4900                                                                                                       | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1228559 | PA      | $1148524.33    | 0.06%             | 2047-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.15 07/15/23                                                                                               | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      725000 | PA      | $717022.88     | 0.04%             | 2023-07-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5193                                                                                                       | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      519959 | PA      | $512601.72     | 0.03%             | 2048-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE7197                                                                                                       | CUSIP: 3140FS7K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306645 | PA      | $299404.80     | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 06/15/48                                                                                                   | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45408.64      | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V4.519 06/25/24                                                                                             | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $569839.96     | 0.03%             | 2024-06-25      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA2031                                                                                                       | CUSIP: 3140Q9HH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292364 | PA      | $280771.39     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 4.2 09/15/28                                                                                                | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484832.28     | 0.02%             | 2028-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 4.493 11/15/25                                                                                               | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      350000 | PA      | $344867.91     | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corporation                                                        | ABC 3.45 12/15/27                                                                                               | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      325000 | PA      | $304164.67     | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: —       |
| General Motors Financial Company Inc                                                 | GM 3.85 01/05/28                                                                                                | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64105.94      | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                               | SRE 3.4 02/01/28                                                                                                | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      275000 | PA      | $256100.28     | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.5 04/15/38                                                                                               | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85061.81      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.3 03/25/28                                                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      236000 | PA      | $229096.42     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA1194                                                                                                       | CUSIP: 3140Q8KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144155 | PA      | $138841.40     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                                                      | DLTR 4 05/15/25                                                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |      325000 | PA      | $317765.21     | 0.02%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 4.2 04/17/28                                                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      375000 | PA      | $363765.85     | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH3407                                                                                                       | CUSIP: 3140GRYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      383194 | PA      | $375223.52     | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.2 09/15/23 5Y                                                                                              | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      625000 | PA      | $621335.25     | 0.03%             | 2023-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.864 07/23/24 MTN                                                                                         | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      225000 | PA      | $223013.56     | 0.01%             | 2024-07-23      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM3211                                                                                                       | CUSIP: 3140J7R98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212091 | PA      | $203682.66     | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.797 07/23/24                                                                                             | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173292.05     | 0.01%             | 2024-07-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5399                                                                                                       | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1293585 | PA      | $1273403.37    | 0.06%             | 2048-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH5739                                                                                                       | CUSIP: 3140GULV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113627 | PA      | $111618.99     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5597                                                                                                       | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      637269 | PA      | $638264.68     | 0.03%             | 2048-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.5 02/15/49                                                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      385000 | PA      | $342688.42     | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2444                                                                                                       | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1887258 | PA      | $1800538.63    | 0.09%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC1509                                                                                                       | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34748 | PA      | $31218.88      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corporation                                                         | GD 3.5 05/15/25                                                                                                 | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39041.16      | 0.00%             | 2025-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.75 07/15/25                                                                                               | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      210000 | PA      | $204422.03     | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| JPMorgan Chase & Co.                                                                 | JPM V3.109 04/22/51                                                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      170000 | PA      | $113025.47     | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| XPO Inc                                                                              | XPO 6.25 05/01/25 144A                                                                                          | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22299.16      | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V1.678 05/15/24                                                                                               | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      290000 | PA      | $285963.23     | 0.01%             | 2024-05-15      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.972 05/16/29                                                                                            | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $245073.09     | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.734 12/08/47                                                                                             | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       76000 | PA      | $57745.73      | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5265                                                                                                       | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      149706 | PA      | $147499.30     | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4793 CB                                                                                                     | CUSIP: 3137FEXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      225979 | PA      | $205571.32     | 0.01%             | 2048-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UBS AG, London Branch                                                                | UBS 4.5 06/26/48 144A                                                                                           | CUSIP: 902674XN5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      280000 | PA      | $237690.61     | 0.01%             | 2048-06-26      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Asurion                                                                              | Asurion Term Loan B-7 300 2024-11-01                                                                            | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      260432 | PA      | $253595.97     | 0.01%             | 2024-11-01      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp.                                                   | NSCCLF 1.5 04/23/25 144A                                                                                        | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371407.72     | 0.02%             | 2025-04-23      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V2.188 04/30/26                                                                                             | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      490000 | PA      | $456791.54     | 0.02%             | 2026-04-30      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 2.25 07/01/30                                                                                               | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      270000 | PA      | $226026.22     | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| The Coca-Cola Company                                                                | KO 2.6 06/01/50                                                                                                 | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      130000 | PA      | $88156.33      | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Incorporation                                                        | PYPL 1.65 06/01/25                                                                                              | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      230000 | PA      | $213545.61     | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Chevron Corporation                                                                  | CVX 1.995 05/11/27                                                                                              | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $90100.19      | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-H09 FL                                                                                                 | CUSIP: 38380QAW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      319238 | PA      | $313840.07     | 0.02%             | 2070-05-20      | Floating      | 2.88%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.3 06/01/27                                                                                                  | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      430000 | PA      | $383846.41     | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2018-H07 FD                                                                                                 | CUSIP: 38380LCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      473068 | PA      | $470567.82     | 0.02%             | 2068-05-20      | Floating      | 3.44%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0191                                                                                                       | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271825 | PA      | $260010.29     | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.5 06/15/23                                                                                                | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89507.16      | 0.00%             | 2023-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                           | CSMC 2018-J1 A2                                                                                                 | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      937025 | PA      | $820715.81     | 0.04%             | 2048-02-25      | Floating      | 2.65%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4813 CJ                                                                                                     | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      109274 | PA      | $95029.45      | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 3.452 04/15/51                                                                                              | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15146.81      | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 2.783 01/23/31                                                                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      320000 | PA      | $265426.24     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.592 04/29/31                                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $827224.75     | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BS8420                                                                                                       | CUSIP: 3617MKK99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      144737 | PA      | $141336.28     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 0.75 05/01/23                                                                                               | CUSIP: 713448EY0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296153.80     | 0.01%             | 2023-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| The Coca-Cola Company                                                                | KO 2.5 06/01/40                                                                                                 | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14750.90      | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.705 05/01/40                                                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67053.19      | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Incorporation                                                        | PYPL 2.3 06/01/30                                                                                               | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      300000 | PA      | $247890.48     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-47 NI                                                                                                  | CUSIP: 38382EDT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       73971 | PA      | $12176.26      | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.8 01/15/51                                                                                              | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      160000 | PA      | $102469.61     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.419 12/20/28                                                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      368000 | PA      | $333884.26     | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.95 06/15/28                                                                                                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106763.98     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G67713                                                                                                       | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1130878 | PA      | $1083331.38    | 0.05%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.25 06/15/48                                                                                               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      160000 | PA      | $140032.15     | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                                                  | DAL 7 05/01/25 144A                                                                                             | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2518269.02    | 0.13%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1.625 05/01/30                                                                                              | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      250000 | PA      | $204995.57     | 0.01%             | 2030-05-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.93 05/01/60                                                                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92226.36      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.15 05/01/30                                                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2020000 | PA      | $1981162.11    | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN BS8439                                                                                                       | CUSIP: 3617MKLU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       86636 | PA      | $81048.99      | 0.00%             | 2050-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.839 03/20/60                                                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      480000 | PA      | $376759.26     | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 1.2 06/03/27                                                                                               | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52132.17      | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.999 11/01/49                                                                                            | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31954.25      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.875 08/22/37                                                                                             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1693631.39    | 0.08%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.05 08/22/47                                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      190000 | PA      | $164667.74     | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: —       |
| GS Mortgage Securities Corp                                                          | GSMS 2018-SRP5 A                                                                                                | CUSIP: 36255TAA0<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     1392371 | PA      | $1172869.06    | 0.06%             | 2031-09-15      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4793 CD                                                                                                     | CUSIP: 3137FEXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      151487 | PA      | $136788.46     | 0.01%             | 2048-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V4.583 06/19/29                                                                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $286495.16     | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0183                                                                                                       | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177059 | PA      | $170020.23     | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA2047                                                                                                       | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145941 | PA      | $144101.99     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| The Coca-Cola Company                                                                | KO 1.45 06/01/27                                                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      265000 | PA      | $234743.40     | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: —       |
| The Boeing Company                                                                   | BA 5.805 05/01/50                                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      480000 | PA      | $449366.59     | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| LOANCORE 2019-CRE2 ISSUER LTD                                                        | LNCR 2019-CRE2 C                                                                                                | CUSIP: 53946JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $242111.45     | 0.01%             | 2036-05-15      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.785 03/17/33                                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      540000 | PA      | $464978.30     | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.125 05/11/25                                                                                             | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      630000 | PA      | $581027.70     | 0.03%             | 2025-05-11      | Fixed         | 1.12%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | GNR 2020-47 MI                                                                                                  | CUSIP: 38382EDP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      271343 | PA      | $43598.94      | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Co                                                                   | TRGP 4.2 02/01/33                                                                                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      280000 | PA      | $242602.51     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9365                                                                                                       | CUSIP: 3140XDMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177132 | PA      | $158521.88     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.514 06/01/24                                                                                             | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      770000 | PA      | $757662.32     | 0.04%             | 2024-06-01      | Fixed         | 1.51%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 2.746 05/28/25                                                                                           | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $749464.44     | 0.04%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6562                                                                                                       | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      362271 | PA      | $311711.54     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1014                                                                                                       | CUSIP: 3140XGDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190277 | PA      | $156711.04     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-H09 NF                                                                                                 | CUSIP: 38380QBN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      122157 | PA      | $122390.14     | 0.01%             | 2070-04-20      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.969 11/01/47                                                                                            | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       60000 | PA      | $48258.43      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0745                                                                                                       | CUSIP: 3132DMZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      182829 | PA      | $150838.32     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM6898                                                                                                       | CUSIP: 3140JBUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39853 | PA      | $33291.20      | 0.00%             | 2032-02-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5020                                                                                                       | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56507 | PA      | $54471.25      | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 4.375 01/15/28                                                                                              | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      320000 | PA      | $291388.80     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.25 08/22/57                                                                                              | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      160000 | PA      | $138795.57     | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.65 07/23/48                                                                                                 | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      160000 | PA      | $140065.66     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V4.762 03/29/33                                                                                            | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      580000 | PA      | $505830.19     | 0.03%             | 2033-03-29      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9205                                                                                                       | CUSIP: 3140XDGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86766 | PA      | $74925.67      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO 1.85 05/01/25 MTN                                                                                           | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $467099.44     | 0.02%             | 2025-05-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: —       |
| U.S. Bancorp.                                                                        | USB 1.45 05/12/25                                                                                               | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      580000 | PA      | $538668.80     | 0.03%             | 2025-05-12      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7552                                                                                                       | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |      468848 | PA      | $401574.41     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1726                                                                                                       | CUSIP: 3140XG4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93693 | PA      | $80042.15      | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.125 05/15/60                                                                                              | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $20680.32      | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V2.099 06/04/26                                                                                            | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      370000 | PA      | $337686.17     | 0.02%             | 2026-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Cintas Corporation No. 2                                                             | CTAS 4 05/01/32                                                                                                 | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132317.86     | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR QE1492                                                                                                       | CUSIP: 3133BAUR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       94668 | PA      | $87151.23      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.5 06/03/50                                                                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      310000 | PA      | $199123.74     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0104                                                                                                       | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279093 | PA      | $267998.24     | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Equitrans Midstream Corporation                                                      | EQM 5.5 07/15/28                                                                                                | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17919.06      | 0.00%             | 2028-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| NatWest Group PLC                                                                    | NWG V4.519 06/25/24                                                                                             | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $426141.19     | 0.02%             | 2024-06-25      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.1 05/15/32                                                                                                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      640000 | PA      | $599291.75     | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 786107                                                                                                       | CUSIP: 3622ABU83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       94486 | PA      | $84722.56      | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.203 07/23/29                                                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      380000 | PA      | $355445.88     | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.083 04/22/26                                                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      460000 | PA      | $427193.19     | 0.02%             | 2026-04-22      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| Securitized Asset Backed Receivables Llc Trust                                       | SABR 2007-BR2 A1                                                                                                | CUSIP: 81378PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2078564 | PA      | $1746507.96    | 0.09%             | 2037-02-25      | Floating      | 3.11%                 | Yes           | 2                  | On Loan: No      |
| LMRK ISSUER CO III LLC                                                               | LMRK 2018-1A C                                                                                                  | CUSIP: 50209LAA5<br>LEI: 549300I3H10A778Y4H45 | Long             | ABS-O            | CORP              | US        |     1001192 | PA      | $981270.05     | 0.05%             | 2048-06-15      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| Wave 2019-1 LLC/LTD                                                                  | WAAV 2019-1 A                                                                                                   | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202624 | PA      | $154450.17     | 0.01%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4311                                                                                                       | CUSIP: 3140X7YH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151104 | PA      | $134190.39     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 1.6 04/17/23 GMTN                                                                                            | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $426326.16     | 0.02%             | 2023-04-17      | Fixed         | 1.60%                 | No            | 2                  | On Loan: —       |
| Morgan Stanley                                                                       | MS V2.188 04/28/26                                                                                              | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      750000 | PA      | $698121.35     | 0.03%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Incorporated                                                       | TXN 1.75 05/04/30                                                                                               | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      120000 | PA      | $99291.64      | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Chevron Corporation                                                                  | CVX 1.554 05/11/25                                                                                              | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $177080.90     | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 5.05 03/15/42 144A                                                                                          | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      370000 | PA      | $285787.41     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-3 IO                                                                                                   | CUSIP: 38381ETV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       98328 | PA      | $5465.90       | 0.00%             | 2061-02-16      | Floating      | 0.64%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2 05/15/30                                                                                                  | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      150000 | PA      | $124348.84     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 1.5 06/03/30                                                                                               | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      190000 | PA      | $153514.73     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BF0222                                                                                                       | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      425377 | PA      | $413004.91     | 0.02%             | 2057-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5331                                                                                                       | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10190 | PA      | $10008.52      | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1074                                                                                                       | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1691838 | PA      | $1508837.90    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1112                                                                                                       | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      478596 | PA      | $396145.79     | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.522 04/22/31                                                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $411455.56     | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1.35 06/01/25                                                                                               | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      180000 | PA      | $166709.71     | 0.01%             | 2025-06-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                                         | MDLZ 1.5 05/04/25                                                                                               | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      670000 | PA      | $621176.13     | 0.03%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| The Boeing Company                                                                   | BA 4.875 05/01/25                                                                                               | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      450000 | PA      | $446262.86     | 0.02%             | 2025-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BU9889                                                                                                       | CUSIP: 3140MB7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89118 | PA      | $79561.45      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV5373                                                                                                       | CUSIP: 3140MJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93517 | PA      | $80005.28      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                                   | AIG 2.5 06/30/25                                                                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94309.63      | 0.00%             | 2025-06-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6.125 10/01/25                                                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      190000 | PA      | $193724.94     | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.9 05/15/50                                                                                                | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      290000 | PA      | $199148.92     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.572 06/03/31                                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      790000 | PA      | $642593.52     | 0.03%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.3 04/13/27                                                                                               | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95200.35      | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV3167                                                                                                       | CUSIP: 3140MGQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97485 | PA      | $89766.23      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2115                                                                                                       | CUSIP: 3140QMK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90933 | PA      | $79976.94      | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5313                                                                                                       | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256112 | PA      | $219736.01     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1539                                                                                                       | CUSIP: 3140XGV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183869 | PA      | $167601.67     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1556                                                                                                       | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      962162 | PA      | $885976.21     | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT8407                                                                                                       | CUSIP: 3138WWKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13449 | PA      | $12270.10      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1289                                                                                                       | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467538 | PA      | $419064.54     | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 05/15/29                                                                                                  | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      290000 | PA      | $277721.95     | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ9317                                                                                                       | CUSIP: 3138MRK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21561 | PA      | $19672.11      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ7310                                                                                                       | CUSIP: 3138MPDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8354 | PA      | $7621.27       | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2015-M1 X2                                                                                                  | CUSIP: 3136AMLC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2133066 | PA      | $14566.50      | 0.00%             | 2024-09-25      | Floating      | 0.50%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 6.25 08/10/26                                                                                            | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      105000 | PA      | $108818.03     | 0.01%             | 2026-08-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Signature Aviation                                                                   | Signature Aviation Term Loan B (Add-on) 275 2028-06-01                                                          | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      600000 | PA      | $599016.00     | 0.03%             | 2028-06-01      | Floating      | 2.88%                 | No            | 2                  | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 04/01/56                                                                                                | CUSIP: 88059FBP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1000000 | PA      | $187058.45     | 0.01%             | 2056-04-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2014-6 Z                                                                                                    | CUSIP: 3136AH6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      499771 | PA      | $420626.44     | 0.02%             | 2044-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | STACR 2016-DNA4 M3                                                                                              | CUSIP: 3137G0LJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      130193 | PA      | $132914.42     | 0.01%             | 2029-03-25      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4868                                                                                                       | CUSIP: 3140X8MS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80723 | PA      | $66543.55      | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0434                                                                                                       | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182092 | PA      | $157934.39     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PHEAA STUDENT LOAN TRUST                                                             | PHEAA 2012-1A A1                                                                                                | CUSIP: 69338YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      307969 | PA      | $302356.98     | 0.02%             | 2027-05-25      | Floating      | 4.14%                 | Yes           | 2                  | On Loan: No      |
| Ecmc Group Student Loan Trust                                                        | ECMC 2017-1A A                                                                                                  | CUSIP: 26828WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      726718 | PA      | $703711.47     | 0.04%             | 2066-12-27      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 4.05 05/04/47                                                                                               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      375000 | PA      | $311711.56     | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | NWMLIC 3.85 09/30/47 144A                                                                                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      250000 | PA      | $193301.57     | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 4.054 03/15/29 144A                                                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      180000 | PA      | $156367.22     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN AM8700                                                                                                       | CUSIP: 3138L9U26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19046 | PA      | $17319.24      | 0.00%             | 2030-06-01      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| Bank 2017-Bnk9                                                                       | BANK 2017-BNK9 XA                                                                                               | CUSIP: 06540RAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7957237 | PA      | $240593.82     | 0.01%             | 2054-11-17      | Floating      | 0.77%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR5649                                                                                                       | CUSIP: 3140L4H36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263813 | PA      | $217470.76     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91270                                                                                                       | CUSIP: 3128P7MT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         655 | PA      | $652.10        | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL8964                                                                                                       | CUSIP: 3138ET6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219598 | PA      | $216152.41     | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0034                                                                                                       | CUSIP: 3140XFBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183482 | PA      | $164016.91     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0240                                                                                                       | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367611 | PA      | $328976.42     | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 3 10/23/26                                                                                                  | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $926755.47     | 0.05%             | 2026-10-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.384 10/23/35                                                                                             | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      475000 | PA      | $466610.41     | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32                                                                                               | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      960000 | PA      | $853346.22     | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN CA7257                                                                                                       | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238697 | PA      | $205793.05     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.4 10/01/47                                                                                                 | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42491.19      | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 591931                                                                                                       | CUSIP: 36201SSU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3090 | PA      | $3222.43       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3325 EF                                                                                                     | CUSIP: 31397JDM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       42869 | PA      | $42165.60      | 0.00%             | 2037-06-15      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT9647                                                                                                       | CUSIP: 3138WXWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10392 | PA      | $9480.59       | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1553                                                                                                       | CUSIP: 3140XGWP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92355 | PA      | $79407.71      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV8546                                                                                                       | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286407 | PA      | $263727.95     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 605594                                                                                                       | CUSIP: 36200NXX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30612 | PA      | $31961.56      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA2827                                                                                                       | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12041 | PA      | $11608.70      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hess Corporation                                                                     | HES 5.8 04/01/47                                                                                                | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19331.41      | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: —       |
| Southern Power Company                                                               | SO 4.95 12/15/46 F                                                                                              | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30090.96      | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.625 01/20/27                                                                                               | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1394818.51    | 0.07%             | 2027-01-20      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 3.125 06/01/24                                                                                              | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      700000 | PA      | $680563.25     | 0.03%             | 2024-06-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.093 10/01/25 MtN                                                                                         | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33549.13      | 0.00%             | 2025-10-01      | Fixed         | 3.09%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 3.35 12/01/24                                                                                               | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126165.95     | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 786077                                                                                                       | CUSIP: 3622ABUA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      185649 | PA      | $166019.39     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Central Parent Inc. / Central Merger Sub Inc.                                        | CDK 7.25 06/15/29 144A                                                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $588036.96     | 0.03%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: —       |
| Wamu Mortgage Pass-Through CTFS TR                                                   | WAMU 2002-AR19 A7                                                                                               | CUSIP: 929227ZT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1529 | PA      | $1473.97       | 0.00%             | 2033-02-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 594054                                                                                                       | CUSIP: 36201U5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4538 | PA      | $4711.72       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CFMT 2022-HB8 LLC                                                                    | CFMT 2022-HB8 M2                                                                                                | CUSIP: 12526WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2272602.50    | 0.11%             | 2037-05-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Entegris Escrow Corp.                                                                | ENTG 5.95 06/15/30 144A                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      650000 | PA      | $600275.00     | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 620051                                                                                                       | CUSIP: 31389AZQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5048 | PA      | $4855.45       | 0.00%             | 2032-08-01      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 620062                                                                                                       | CUSIP: 31389AZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7574 | PA      | $7403.26       | 0.00%             | 2037-12-01      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AU6735                                                                                                       | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135386 | PA      | $123681.67     | 0.01%             | 2043-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Black Hills Corporation                                                              | BKH 2.5 06/15/30                                                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      490000 | PA      | $395672.83     | 0.02%             | 2030-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 620039                                                                                                       | CUSIP: 31389AZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2009 | PA      | $1999.28       | 0.00%             | 2035-11-01      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 395136                                                                                                       | CUSIP: 31378C4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2600 | PA      | $2544.74       | 0.00%             | 2027-07-01      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB9057                                                                                                       | CUSIP: 3133AGB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       81622 | PA      | $66904.20      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0349                                                                                                       | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      565505 | PA      | $464916.15     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0736                                                                                                       | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 4.279 03/15/32 144A                                                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      750000 | PA      | $620536.23     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 620035                                                                                                       | CUSIP: 31389AY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4947 | PA      | $4758.71       | 0.00%             | 2033-05-01      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 563497                                                                                                       | CUSIP: 31386G7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3337 | PA      | $3236.48       | 0.00%             | 2040-11-01      | Variable      | 2.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 620064                                                                                                       | CUSIP: 31389AZ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2047 | PA      | $2007.83       | 0.00%             | 2038-01-01      | Variable      | 2.84%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 620061                                                                                                       | CUSIP: 31389AZ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3302 | PA      | $3223.28       | 0.00%             | 2027-11-01      | Variable      | 2.77%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8577                                                                                                       | CUSIP: 3140XCQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      502481 | PA      | $450122.07     | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32                                                                                               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      806000 | PA      | $641950.86     | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN 651074                                                                                                       | CUSIP: 31390NJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4979 | PA      | $4808.79       | 0.00%             | 2032-06-01      | Variable      | 2.81%                 | No            | 2                  | On Loan: No      |
| Arch Capital Group Ltd.                                                              | ACGL 7.35 05/01/34                                                                                              | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |      175000 | PA      | $194841.35     | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V3.649 04/06/28 144A                                                                                     | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      280000 | PA      | $258758.05     | 0.01%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN BM6623                                                                                                       | CUSIP: 3140JBLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93303 | PA      | $78142.77      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 603266                                                                                                       | CUSIP: 36200KFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2165 | PA      | $2198.98       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Impac CMB Trust                                                                      | IMM 2004-8 1A                                                                                                   | CUSIP: 45254NKQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11225 | PA      | $10258.22      | 0.00%             | 2034-10-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 613049                                                                                                       | CUSIP: 36290NBS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1288 | PA      | $1308.34       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A30172                                                                                                       | CUSIP: 31297KFM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11621 | PA      | $11859.95      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V4.588 05/04/37                                                                                             | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $223289.30     | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8648                                                                                                       | CUSIP: 3140XCTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q01536                                                                                                       | CUSIP: 3132GEV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         916 | PA      | $929.30        | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT7610                                                                                                       | CUSIP: 3138WVN49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18565 | PA      | $16925.83      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A13707                                                                                                       | CUSIP: 31296NDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         314 | PA      | $321.44        | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT2009                                                                                                       | CUSIP: 3138WPGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11595 | PA      | $10578.27      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.45 04/13/29                                                                                              | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      220000 | PA      | $206501.32     | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SD0952                                                                                                       | CUSIP: 3132DNBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      194224 | PA      | $172597.97     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC7411                                                                                                       | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       91464 | PA      | $78601.06      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| American Express Company                                                             | AXP 3.375 05/03/24                                                                                              | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      210000 | PA      | $205916.93     | 0.01%             | 2024-05-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 614602                                                                                                       | CUSIP: 36290QX75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3393 | PA      | $3454.37       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CWMBS Inc                                                                            | CWHL 2003-58 2A2                                                                                                | CUSIP: 12669FDH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      119704 | PA      | $114878.16     | 0.01%             | 2034-02-19      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 CL5523                                                                                                       | CUSIP: 3617YDD41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95645 | PA      | $84184.53      | 0.00%             | 2052-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1462                                                                                                       | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279342 | PA      | $258130.90     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995432                                                                                                       | CUSIP: 31416BY51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          48 | PA      | $47.77         | 0.00%             | 2023-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9021                                                                                                       | CUSIP: 31417GAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82055 | PA      | $74860.45      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BSPRT 2022-FL9 ISSUER LLC                                                            | BSPRT 2022-FL9 B                                                                                                | CUSIP: 055984AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1945482.00    | 0.10%             | 2039-05-16      | Floating      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                       | OOMLT 2007-5 2A4                                                                                                | CUSIP: 68403HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1721791 | PA      | $947993.72     | 0.05%             | 2037-05-26      | Floating      | 1.97%                 | No            | 2                  | On Loan: No      |
| Arch Capital Finance LLC                                                             | ACGL 4.011 12/15/26                                                                                             | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |      600000 | PA      | $573774.61     | 0.03%             | 2026-12-15      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V4.322 11/23/31 GMTN                                                                                       | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      175000 | PA      | $165160.11     | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-NC3 A2C                                                                                               | CUSIP: 61755AAD8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     1455432 | PA      | $1025017.53    | 0.05%             | 2037-05-25      | Floating      | 3.40%                 | No            | 2                  | On Loan: No      |
| CKE Restaurants, Inc.                                                                | HNGRY 2018-1A A2II                                                                                              | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1436250 | PA      | $1353446.81    | 0.07%             | 2048-06-20      | Fixed         | 4.96%                 | Yes           | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Company                                                   | HPE 6.35 10/15/45                                                                                               | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50221.88      | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.3 04/15/47                                                                                                 | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      125000 | PA      | $104909.63     | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Acuity Brands Lighting, Inc.                                                         | AYI 2.15 12/15/30                                                                                               | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |      750000 | PA      | $579365.27     | 0.03%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Eyecare Partners                                                                     | Eyecare Partners First-lien Term Loan (Incremental) 375 2028-10-02                                              | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      597000 | PA      | $507151.50     | 0.03%             | 2028-10-02      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 3.45 06/01/27                                                                                               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      350000 | PA      | $328549.68     | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 5 03/15/27                                                                                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      425000 | PA      | $417884.83     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0024                                                                                                       | CUSIP: 3140XFA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256343 | PA      | $222153.72     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC6303                                                                                                       | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       93190 | PA      | $76732.49      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.668 07/24/28                                                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      150000 | PA      | $138334.96     | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3.15 08/15/27                                                                                               | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      550000 | PA      | $509192.63     | 0.03%             | 2027-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.95 03/30/48                                                                                                | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      450000 | PA      | $354111.63     | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.2 03/15/28                                                                                               | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      510000 | PA      | $470399.47     | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC7127                                                                                                       | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90960 | PA      | $74895.73      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.7 04/01/29                                                                                               | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      190000 | PA      | $174645.70     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.5 04/01/27                                                                                               | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       60000 | PA      | $56258.60      | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA3913                                                                                                       | CUSIP: 3133KKK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      383360 | PA      | $331300.81     | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8813                                                                                                       | CUSIP: 3140XCYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72966 | PA      | $66736.27      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8166                                                                                                       | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161365 | PA      | $144549.27     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-101 BI                                                                                                 | CUSIP: 3136A76M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       22032 | PA      | $649.50        | 0.00%             | 2027-09-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp                                  | CSMC 2017-TIME A                                                                                                | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      530000 | PA      | $453346.21     | 0.02%             | 2039-11-15      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01981                                                                                                       | CUSIP: 3128LXFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4461 | PA      | $4519.14       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-52 GB                                                                                                  | CUSIP: 31397S7M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      121373 | PA      | $121947.48     | 0.01%             | 2041-06-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91016                                                                                                       | CUSIP: 3128P7DV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7438 | PA      | $7477.07       | 0.00%             | 2027-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL6619                                                                                                       | CUSIP: 3138EPK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255191 | PA      | $252433.06     | 0.01%             | 2045-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 786108                                                                                                       | CUSIP: 3622ABU91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      196260 | PA      | $178831.09     | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5224 HL                                                                                                     | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      900000 | PA      | $814760.60     | 0.04%             | 2052-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP 4.125 01/10/27 144A                                                                                       | CUSIP: 22535WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      450000 | PA      | $426837.85     | 0.02%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: —       |
| NiSource Inc.                                                                        | NI 3.49 05/15/27                                                                                                | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      725000 | PA      | $684952.57     | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SD7509                                                                                                       | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      247948 | PA      | $221693.66     | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4501                                                                                                       | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92540 | PA      | $78253.16      | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Nokia Corp                                                                           | NOKIA 4.375 06/12/27                                                                                            | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |        9000 | PA      | $8518.07       | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                        | ATDBCN 3.55 07/26/27 144A                                                                                       | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $69546.80      | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6212                                                                                                       | CUSIP: 3133KM3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.02          | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4.95 05/28/27                                                                                                 | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      580000 | PA      | $542166.60     | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A57714                                                                                                       | CUSIP: 3128KLSB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4688 | PA      | $4801.39       | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2007-51 SG                                                                                                  | CUSIP: 38375K4K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      470115 | PA      | $18149.59      | 0.00%             | 2037-08-20      | Floating      | 2.64%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QU7914                                                                                                       | CUSIP: 3133JLYK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       97173 | PA      | $80993.33      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                 | MUFG V4.08 04/19/28                                                                                             | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      270000 | PA      | $255339.78     | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 3.9 06/15/32                                                                                                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      160000 | PA      | $151519.72     | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9292                                                                                                       | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.03          | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT0750                                                                                                       | CUSIP: 3138WMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8636 | PA      | $7878.69       | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ4055                                                                                                       | CUSIP: 3138MKQH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13566 | PA      | $12376.77      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0408                                                                                                       | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181629 | PA      | $162315.67     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BR0663                                                                                                       | CUSIP: 3140KXWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85353 | PA      | $69960.71      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MF1 2022-FL10 LLC                                                                    | MF1 2022-FL10 C                                                                                                 | CUSIP: 55285BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1249635.63    | 0.06%             | 2037-09-17      | Floating      | 8.41%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 620527                                                                                                       | CUSIP: 36290XLG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2525 | PA      | $2566.48       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A30096                                                                                                       | CUSIP: 31297KC91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5912 | PA      | $6054.62       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1878                                                                                                       | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      539786 | PA      | $475933.35     | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 786082                                                                                                       | CUSIP: 3622ABUF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      189219 | PA      | $169721.84     | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7561                                                                                                       | CUSIP: 3133KPMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1154604 | PA      | $1092993.92    | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2133                                                                                                       | CUSIP: 3140XHLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1275626 | PA      | $1209729.96    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB8704                                                                                                       | CUSIP: 31417FU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67049 | PA      | $61170.16      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 2.75 10/01/26 K                                                                                             | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       65000 | PA      | $59985.16      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                         | UBS V4.988 08/05/33 144A                                                                                        | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $559148.99     | 0.03%             | 2033-08-05      | Fixed         | 4.99%                 | Yes           | 2                  | On Loan: No      |
| The Brooklyn Union Gas Company                                                       | NGGLN 4.866 08/05/32 144A                                                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1176037.78    | 0.06%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 04/01/33                                                                                               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      350000 | PA      | $301545.42     | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FS0366                                                                                                       | CUSIP: 3140XFMQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187678 | PA      | $162372.64     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2022-1A A2                                                                                                 | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1726803 | PA      | $1630890.94    | 0.08%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           | 2                  | On Loan: No      |
| CIFC FUNDING 2022-III LTD                                                            | CIFC 2022-3A A                                                                                                  | CUSIP: 12571KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1226407.50    | 0.06%             | 2035-04-23      | Floating      | 3.18%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL7072                                                                                                       | CUSIP: 3138EP2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30793 | PA      | $30460.45      | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4.183 11/25/27 L                                                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      950000 | PA      | $904067.63     | 0.04%             | 2027-11-25      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1015                                                                                                       | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      664884 | PA      | $546970.40     | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD8675                                                                                                       | CUSIP: 3133B6T83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      188991 | PA      | $162114.74     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V4.443 08/04/28                                                                                            | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1188273.22    | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding 2022-2 LTD / LLC                                          | PSTAT 2022-2A A2                                                                                                | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $975478.50     | 0.05%             | 2030-10-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Company                                                   | HPE 4.9 10/15/25                                                                                                | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      915000 | PA      | $908040.55     | 0.05%             | 2025-10-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.3 02/01/27                                                                                              | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      344000 | PA      | $325128.19     | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.55 05/15/52                                                                                               | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $158431.15     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1186                                                                                                       | CUSIP: 3140XGJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      353377 | PA      | $325741.76     | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FS Rialto 2022-FL6 Issuer LLC                                                        | FSRIA 2022-FL6 B                                                                                                | CUSIP: 30328DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $974445.00     | 0.05%             | 2037-08-19      | Floating      | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU V6 09/01/52                                                                                                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      600000 | PA      | $583747.26     | 0.03%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Nigeria (Federal Republic of)                                                        | NGERIA 7.875 02/16/32 REGS                                                                                      | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      520000 | PA      | $393660.80     | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.375 06/15/26                                                                                              | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      350000 | PA      | $340533.21     | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FS1425                                                                                                       | CUSIP: 3140XGSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.02          | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.15 06/15/53                                                                                               | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      730000 | PA      | $627751.49     | 0.03%             | 2053-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                                                            | NFP 7.5 10/01/30 144A                                                                                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |      600000 | PA      | $567944.21     | 0.03%             | 2030-10-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| USIC                                                                                 | USIC First-lien Term Loan 350 2028-04-24                                                                        | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |      448866 | PA      | $429428.34     | 0.02%             | 2028-04-24      | Floating      | 3.66%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK2620                                                                                                       | CUSIP: 3140HF4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133926 | PA      | $114841.82     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1107                                                                                                       | CUSIP: 3140XGGR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0041                                                                                                       | CUSIP: 3140XFBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1403                                                                                                       | CUSIP: 3140XGRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180209 | PA      | $164427.28     | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FS Rialto 2022-FL6 Issuer LLC                                                        | FSRIA 2022-FL6 AS                                                                                               | CUSIP: 30328DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $997760.50     | 0.05%             | 2037-08-19      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| GATX Corporation                                                                     | GMT 4.9 03/15/33                                                                                                | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1127552.72    | 0.06%             | 2033-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| American Express Company                                                             | AXP 4.05 05/03/29                                                                                               | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      540000 | PA      | $516475.53     | 0.03%             | 2029-05-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 785944                                                                                                       | CUSIP: 3622ABP55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      665795 | PA      | $596563.99     | 0.03%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V5.491 11/09/33 144A                                                                                      | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $568968.66     | 0.03%             | 2033-11-09      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| NYMT LOAN TST. 2022 5.25%                                                            | NYMT LOAN TST. 2022 5.25%                                                                                       | CUSIP: 62956BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3471211 | PA      | $3335151.53    | 0.17%             | 2062-07-25      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                                                      | ENELIM 5 06/15/32 144A                                                                                          | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1082389.40    | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ASB Bank Ltd.                                                                        | ASBBNK V5.284 06/17/32 144A                                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      600000 | PA      | $567138.49     | 0.03%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 2.93 01/15/25                                                                                               | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      350000 | PA      | $336176.63     | 0.02%             | 2025-01-15      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 3.65 12/01/27                                                                                               | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      190000 | PA      | $179912.53     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1273                                                                                                       | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273497 | PA      | $224578.99     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7869                                                                                                       | CUSIP: 3140XBW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82513 | PA      | $71093.66      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.3 08/15/29                                                                                                | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      550000 | PA      | $533654.55     | 0.03%             | 2029-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| Citizens Bank National Association                                                   | CFG V4.575 08/09/28                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1210711.48    | 0.06%             | 2028-08-09      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC9154                                                                                                       | CUSIP: 3133AUE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      189080 | PA      | $168001.31     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0037                                                                                                       | CUSIP: 3140XFBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161441 | PA      | $144991.26     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV4142                                                                                                       | CUSIP: 3140MHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92244 | PA      | $82456.99      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1104                                                                                                       | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180167 | PA      | $155188.91     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Magnetite VIII Ltd/Llc                                                               | MAGNE 2014-8A CR2                                                                                               | CUSIP: 55952YAT4<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $478856.45     | 0.02%             | 2031-04-15      | Floating      | 4.36%                 | Yes           | 2                  | On Loan: No      |
| Option Care/BioScrip                                                                 | Option Care/BioScrip First-lien Term Loan 450 2026-05-01                                                        | CUSIP: 00186XAB9<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |      216061 | PA      | $214935.70     | 0.01%             | 2026-05-01      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM6912                                                                                                       | CUSIP: 3140JBVE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95856 | PA      | $79924.11      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT0972                                                                                                       | CUSIP: 3140LPCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96469 | PA      | $80794.95      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.375 05/01/47                                                                                             | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23778.00      | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO V3.803 12/15/32                                                                                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $88357.52      | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating                                                     | Charter Communications Operating Term Loan B-2 175 2027-02-01                                                   | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      127374 | PA      | $124571.54     | 0.01%             | 2027-02-01      | Floating      | 3.70%                 | No            | 2                  | On Loan: No      |
| Cameron LNG LLC                                                                      | CAMLNG 2.902 07/15/31 144A                                                                                      | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       70000 | PA      | $59433.00      | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.6 04/13/32                                                                                               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      850000 | PA      | $783023.95     | 0.04%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                                 | MUFG V3.837 04/17/26                                                                                            | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      270000 | PA      | $260471.62     | 0.01%             | 2026-04-17      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Alt07                                                                    | WFALT 2007-PA6 A1                                                                                               | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148090 | PA      | $134566.45     | 0.01%             | 2037-12-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT0292                                                                                                       | CUSIP: 3138WMKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9017 | PA      | $8226.60       | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 4.05 02/01/30                                                                                               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      980000 | PA      | $849930.49     | 0.04%             | 2030-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| Western Midstream Operating LP                                                       | WES F 01/13/23                                                                                                  | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79880.30      | 0.00%             | 2023-01-13      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.625 12/01/27                                                                                              | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      900000 | PA      | $835227.72     | 0.04%             | 2027-12-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group Funding (Guernsey) Limited                                       | CS 4.55 04/17/26                                                                                                | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | GG        |      250000 | PA      | $221007.78     | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6332                                                                                                       | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      186243 | PA      | $153114.55     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 786095                                                                                                       | CUSIP: 3622ABUU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      392026 | PA      | $340306.19     | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.95 01/31/60                                                                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      120000 | PA      | $87795.40      | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 3.75 05/15/30                                                                                                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $966756.52     | 0.05%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| Credit Suisse Group AG                                                               | CS 4.282 01/09/28 144A                                                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $207922.95     | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.1 05/03/27                                                                                                | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      150000 | PA      | $140135.55     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| iHeart Communications                                                                | iHeart Communications Term Loan B 300 2026-05-01                                                                | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |      167519 | PA      | $154065.42     | 0.01%             | 2026-05-01      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90940                                                                                                       | CUSIP: 3132H4BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15412 | PA      | $14447.33      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 3.363 06/06/24                                                                                              | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       46000 | PA      | $44978.47      | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 628079                                                                                                       | CUSIP: 36291GXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3015 | PA      | $3063.37       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| South Africa (Republic of)                                                           | SOAF 4.3 10/12/28                                                                                               | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      280000 | PA      | $250600.00     | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 3.248 10/21/27 MTN                                                                                          | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      875000 | PA      | $810160.74     | 0.04%             | 2027-10-21      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV7697                                                                                                       | CUSIP: 3140MMRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 TRUST                                                 | PROG 2022-SFR5 C                                                                                                | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $925136.50     | 0.05%             | 2039-06-17      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 3 10/23/26                                                                                                  | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      660000 | PA      | $611658.61     | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4068                                                                                                       | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39008 | PA      | $35359.69      | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| National Retail Properties, Inc.                                                     | NNN 3.6 12/15/26                                                                                                | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233468.12     | 0.01%             | 2026-12-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 4.5 03/09/48                                                                                                  | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4110.62       | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 07/15/32                                                                                                  | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      450000 | PA      | $444580.46     | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.782 02/01/28                                                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1681035.48    | 0.08%             | 2028-02-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4382                                                                                                       | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1318684 | PA      | $1229262.00    | 0.06%             | 2047-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BM9743                                                                                                       | CUSIP: 3617K1ZG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42096 | PA      | $39558.71      | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 2.8 01/31/30                                                                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      420000 | PA      | $359189.67     | 0.02%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4838                                                                                                       | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200010 | PA      | $192455.11     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM1660                                                                                                       | CUSIP: 3140J5Z28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366372 | PA      | $350799.31     | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.7 01/31/51                                                                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      220000 | PA      | $160850.66     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0469                                                                                                       | CUSIP: 31419AQX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108936 | PA      | $113730.19     | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Swedbank AB (publ)                                                                   | SWEDA 1.3 06/02/23 144A                                                                                         | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      330000 | PA      | $324129.25     | 0.02%             | 2023-06-02      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH 7.75 07/01/26                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $121539.00     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: —       |
| Goldman Sachs Group, Inc.                                                            | GS 3.5 11/16/26                                                                                                 | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      700000 | PA      | $657826.56     | 0.03%             | 2026-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS9760                                                                                                       | CUSIP: 3138WKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49326 | PA      | $48547.06      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.25 11/01/39                                                                                             | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $314858.36     | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 6.65 11/15/37                                                                                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      150000 | PA      | $169876.65     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Tennessee Gas Pipeline Company                                                       | KMI 2.9 03/01/30 144A                                                                                           | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1213115.22    | 0.06%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-107 AD                                                                                                 | CUSIP: 38378KYP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      116434 | PA      | $105747.55     | 0.01%             | 2047-11-16      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 781649                                                                                                       | CUSIP: 36225BZN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66867 | PA      | $69554.92      | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 622574                                                                                                       | CUSIP: 36291AT74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41644 | PA      | $42895.74      | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 567712                                                                                                       | CUSIP: 36213XVD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24547 | PA      | $25277.65      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 780601                                                                                                       | CUSIP: 36225AU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7188 | PA      | $7210.06       | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 357779                                                                                                       | CUSIP: 31376KM45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112726 | PA      | $114727.67     | 0.01%             | 2035-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 844292                                                                                                       | CUSIP: 31407X7D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40175 | PA      | $40845.96      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 843788                                                                                                       | CUSIP: 31407XND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1548 | PA      | $1574.15       | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-H28 FE                                                                                                 | CUSIP: 38375BJE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      101250 | PA      | $100385.65     | 0.00%             | 2060-12-20      | Floating      | 3.54%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-29 QI                                                                                                  | CUSIP: 3136ADKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      141885 | PA      | $23832.80      | 0.00%             | 2043-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.875 12/01/24                                                                                             | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      230000 | PA      | $228406.07     | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Danone SA                                                                            | BNFP 2.589 11/02/23 144A                                                                                        | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $636642.27     | 0.03%             | 2023-11-02      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.75 11/30/36                                                                                               | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169883.16     | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Magnolia Finance X Designated Activity Company                                       | CSEMC 2019-1OTF A                                                                                               | CUSIP: 55960WAB7<br>LEI: 213800P1BCRS8AAU4W28 | Long             | DBT              | CORP              | IE        |      940000 | PA      | $919859.55     | 0.05%             | 2024-08-09      | Floating      | 7.73%                 | Yes           | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2.875 10/15/49                                                                                              | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72146.59      | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50                                                                                               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      140000 | PA      | $102470.55     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2019-M23 3A3                                                                                                | CUSIP: 3136B6XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      275187 | PA      | $239590.74     | 0.01%             | 2031-10-27      | Floating      | 2.72%                 | No            | 2                  | On Loan: No      |
| Restaurant Brands International                                                      | Restaurant Brands International Term Loan B 175 2026-11-04                                                      | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | US        |       87135 | PA      | $85804.45      | 0.00%             | 2026-11-04      | Floating      | 3.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BN7753                                                                                                       | CUSIP: 3140JQTK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQT Corporation                                                                      | EQT 6.125 02/01/25                                                                                              | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20079.60      | 0.00%             | 2025-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 3.375 01/15/50                                                                                           | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      430000 | PA      | $332205.10     | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3 02/24/50                                                                                                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      550000 | PA      | $372595.73     | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | GNR 2012-H30 GA                                                                                                 | CUSIP: 38375BA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      307608 | PA      | $304861.37     | 0.02%             | 2062-12-20      | Floating      | 3.49%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.875 06/01/25                                                                                             | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98634.55      | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 784825                                                                                                       | CUSIP: 3622AAHA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38750 | PA      | $36020.72      | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V2.879 10/30/30 MTN                                                                                         | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      410000 | PA      | $350406.60     | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3.25 12/01/26                                                                                              | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83963.05      | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NADG NNN NAPERVILLE LP                                                               | NADG 2019-1 A                                                                                                   | CUSIP: 629682AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      876650 | PA      | $814288.23     | 0.04%             | 2049-12-28      | Fixed         | 3.37%                 | Yes           | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.25 02/01/50                                                                                               | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      130000 | PA      | $106156.56     | 0.01%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.699 01/22/31 GMTN                                                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      820000 | PA      | $681290.85     | 0.03%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 463389                                                                                                       | CUSIP: 36208WXS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7542 | PA      | $7535.84       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 464790                                                                                                       | CUSIP: 36208YKB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4372 | PA      | $4466.74       | 0.00%             | 2028-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 158771                                                                                                       | CUSIP: 36216AJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1333 | PA      | $1343.98       | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 468595                                                                                                       | CUSIP: 36209DRQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2637 | PA      | $2657.69       | 0.00%             | 2031-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                           | BSABS 2007-SD1 1A2A                                                                                             | CUSIP: 07389QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      791910 | PA      | $434293.66     | 0.02%             | 2036-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 565060                                                                                                       | CUSIP: 36213UWV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51232 | PA      | $53092.56      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C80198                                                                                                       | CUSIP: 31335GGF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         142 | PA      | $142.99        | 0.00%             | 2024-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 780732                                                                                                       | CUSIP: 36225AY53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12386 | PA      | $12434.49      | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS0038                                                                                                       | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148810 | PA      | $135884.97     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust 2013-CR                                                    | COMM 2013-CR12 B                                                                                                | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-O            | CORP              | US        |       40000 | PA      | $36278.09      | 0.00%             | 2046-10-15      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 523534                                                                                                       | CUSIP: 36211USX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29019 | PA      | $29804.75      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 569621                                                                                                       | CUSIP: 36200QYS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12514 | PA      | $12885.60      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.675 09/13/43                                                                                                | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10761.84      | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust 2013-CR                                                    | COMM 2013-CR12 C                                                                                                | CUSIP: 12591KAK1<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-O            | CORP              | US        |       20000 | PA      | $13711.80      | 0.00%             | 2046-10-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G04222                                                                                                       | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2648 | PA      | $2753.27       | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Teck Resources Limited                                                               | TCKBCN 6 08/15/40                                                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $9633.94       | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A39756                                                                                                       | CUSIP: 31297VZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41458 | PA      | $42459.68      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 938440                                                                                                       | CUSIP: 31412YBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282614 | PA      | $294822.55     | 0.01%             | 2037-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6.25 02/01/41                                                                                                | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      540000 | PA      | $569297.27     | 0.03%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-59 NZ                                                                                                  | CUSIP: 31397UUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      409078 | PA      | $417001.75     | 0.02%             | 2041-07-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 981029                                                                                                       | CUSIP: 31415ALJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20230 | PA      | $20007.96      | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-24 SD                                                                                                  | CUSIP: 31396P4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      213670 | PA      | $19687.24      | 0.00%             | 2037-03-25      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ4555                                                                                                       | CUSIP: 3138MLBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42342 | PA      | $40674.07      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 4.35 06/15/45                                                                                                 | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       94000 | PA      | $76695.55      | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                         | BX 2019-XL F                                                                                                    | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1249500 | PA      | $1204339.86    | 0.06%             | 2036-10-15      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BM9734                                                                                                       | CUSIP: 3617K1Y72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34330 | PA      | $33179.74      | 0.00%             | 2049-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming                                                                    | Genesee & Wyoming Term Loan B 200 2026-10-21                                                                    | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |       58500 | PA      | $58269.80      | 0.00%             | 2026-10-21      | Floating      | 3.91%                 | No            | 2                  | On Loan: No      |
| Level 3                                                                              | Level 3 Term Loan B 175 2027-03-01                                                                              | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |       26647 | PA      | $25602.79      | 0.00%             | 2027-03-01      | Floating      | 3.66%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT9653                                                                                                       | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80064 | PA      | $77688.66      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.5 09/13/25                                                                                                  | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      490000 | PA      | $493910.65     | 0.02%             | 2025-09-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| Sonic Cap Llc                                                                        | SONIC 2020-1A A2I                                                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      654367 | PA      | $582994.20     | 0.03%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 3.1 02/01/25                                                                                                | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      220000 | PA      | $208641.40     | 0.01%             | 2025-02-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 BS1728                                                                                                       | CUSIP: 3617MB4M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44471 | PA      | $43428.51      | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A39586                                                                                                       | CUSIP: 31297VUK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7863 | PA      | $7976.63       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2011-H08 FG                                                                                                 | CUSIP: 38375BLC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      126482 | PA      | $125533.07     | 0.01%             | 2061-03-20      | Floating      | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ7306                                                                                                       | CUSIP: 3138MPDL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49724 | PA      | $44546.26      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| The Williams Companies, Inc.                                                         | WMB 8.75 03/15/32                                                                                               | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      181000 | PA      | $214458.67     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 254793                                                                                                       | CUSIP: 31371K7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8669 | PA      | $8758.85       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U91027                                                                                                       | CUSIP: 3132HBA47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21559 | PA      | $20182.64      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19                   | MSBAM 2014-C19 B                                                                                                | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370000 | PA      | $343031.38     | 0.02%             | 2047-12-17      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group Funding (Guernsey) Limited                                       | CS 4.55 04/17/26                                                                                                | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | GG        |     1140000 | PA      | $1007795.46    | 0.05%             | 2026-04-17      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.9 11/30/46                                                                                                | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      390000 | PA      | $382442.43     | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.75 12/07/46 MTN                                                                                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      260000 | PA      | $220330.32     | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.45 02/01/50                                                                                             | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73558.04      | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.75 02/05/70                                                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       80000 | PA      | $59125.50      | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.5 09/01/30                                                                                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      180000 | PA      | $156141.62     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Parsley Energy LLC                                                                   | PARSLY 4.125 02/15/28 144A                                                                                      | CUSIP: 701885AJ4<br>LEI: 549300QKXAJMQB5TEW86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27658.05      | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2016-M11 AL                                                                                                 | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       35986 | PA      | $32019.17      | 0.00%             | 2039-07-25      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Danone SA                                                                            | BNFP 2.947 11/02/26 144A                                                                                        | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      310000 | PA      | $288914.60     | 0.01%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| EQUATE Petrochemical B.V.                                                            | EQPTRC 4.25 11/03/26 144A                                                                                       | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      520000 | PA      | $498465.76     | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 781564                                                                                                       | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12111 | PA      | $12853.01      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                    | TWC 8.375 07/15/33                                                                                              | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $435913.66     | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 6.45 09/15/36                                                                                               | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81780.40      | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating                                                     | Charter Communications Operating Term Loan B-1 175 2025-04-01                                                   | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      151110 | PA      | $150661.47     | 0.01%             | 2025-04-01      | Floating      | 3.70%                 | No            | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                             | JMIKE 2021-1A A2I                                                                                               | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      348250 | PA      | $294416.94     | 0.01%             | 2052-02-15      | Fixed         | 2.89%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022-A                                                 | CMLTI 2022-A A1                                                                                                 | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1164912 | PA      | $1156091.00    | 0.06%             | 2062-09-25      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 486516                                                                                                       | CUSIP: 36210AN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1842 | PA      | $1898.23       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Spectrum Management Holding Company LLC                                              | TWC 7.3 07/01/38                                                                                                | CUSIP: 88732JAN8<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      880000 | PA      | $878746.55     | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                  | OBX 2022-NQM7 A3                                                                                                | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1920602 | PA      | $1803704.63    | 0.09%             | 2062-08-25      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| ELMWOOD CLO 19 LTD FRN                                                               | ELMWOOD CLO 19 LTD FRN                                                                                          | CUSIP: 29004JAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $999368.50     | 0.05%             | 2034-10-17      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3.5 12/01/29                                                                                               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      310000 | PA      | $273414.06     | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cameron LNG LLC                                                                      | CAMLNG 3.302 01/15/35 144A                                                                                      | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      460000 | PA      | $373846.83     | 0.02%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                | TIAAGL 6.85 12/16/39 144A                                                                                       | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       46000 | PA      | $51127.61      | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0706                                                                                                       | CUSIP: 31417YYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15380 | PA      | $15291.37      | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intact Financial Corporation                                                         | IFCCN 5.459 09/22/32 144A                                                                                       | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $595808.28     | 0.03%             | 2032-09-22      | Fixed         | 5.46%                 | Yes           | 2                  | On Loan: —       |
| Markel Corporation                                                                   | MKL V6 PERP                                                                                                     | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484375.00     | 0.02%             | 2049-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995072                                                                                                       | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17700 | PA      | $18384.18      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 5.55 08/15/41                                                                                                 | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38718.66      | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V4.655 08/22/28 144A                                                                                     | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $577737.01     | 0.03%             | 2028-08-22      | Fixed         | 4.66%                 | Yes           | 2                  | On Loan: No      |
| Enlink Midstream LLC                                                                 | ENLC 6.5 09/01/30 144A                                                                                          | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99105.00      | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN MA0913                                                                                                       | CUSIP: 31418AAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28299 | PA      | $28135.25      | 0.00%             | 2031-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ4713                                                                                                       | CUSIP: 3138AWGX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68511 | PA      | $68050.22      | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cobank ACB                                                                           | COBKAC V6.45 PERP K                                                                                             | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |      600000 | PA      | $591000.00     | 0.03%             | 2049-12-31      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| Corebridge Financial Inc.                                                            | CRBG V6.875 12/15/52 144A                                                                                       | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186875.38     | 0.01%             | 2052-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-46 BA                                                                                                  | CUSIP: 3136A5J49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       52718 | PA      | $54886.02      | 0.00%             | 2042-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90903                                                                                                       | CUSIP: 3132H4AC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23141 | PA      | $21692.47      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                 | FKH 2020-SFR2 G2                                                                                                | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $222720.74     | 0.01%             | 2037-10-19      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB2                                              | FAHB 2022-HB2 M2                                                                                                | CUSIP: 317380AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $582242.88     | 0.03%             | 2032-08-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.85 03/15/44                                                                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $489851.33     | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.5 05/15/23                                                                                                  | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      220000 | PA      | $218968.19     | 0.01%             | 2023-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5 10/15/27                                                                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396004.63     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.717 09/14/33                                                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $591819.08     | 0.03%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT9657                                                                                                       | CUSIP: 3138WXWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66157 | PA      | $63550.35      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 09/30/43                                                                                                  | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      170000 | PA      | $166669.69     | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                 | FKH 2020-SFR2 F3                                                                                                | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $130455.53     | 0.01%             | 2037-10-19      | Fixed         | 3.37%                 | Yes           | 2                  | On Loan: No      |
| FORTRESS CREDIT BSL XV LTD                                                           | FCBSL 2022-2A B                                                                                                 | CUSIP: 34964WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1244250.13    | 0.06%             | 2033-10-18      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.65 06/15/35                                                                                             | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      420000 | PA      | $443528.92     | 0.02%             | 2035-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Exelon Corporation                                                                   | EXC 5.625 06/15/35                                                                                              | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      415000 | PA      | $424238.07     | 0.02%             | 2035-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CERBERUS LOAN FUNDING XXXIII LP                                                      | CERB 2021-3A A                                                                                                  | CUSIP: 15674PAA5<br>LEI: 54930000UKAI7FBHXD27 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1200421.63    | 0.06%             | 2033-07-25      | Floating      | 4.07%                 | Yes           | 2                  | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                 | FKH 2020-SFR2 G1                                                                                                | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $220273.33     | 0.01%             | 2037-10-19      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 843997                                                                                                       | CUSIP: 31407XUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7914 | PA      | $7726.91       | 0.00%             | 2035-11-01      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745000                                                                                                       | CUSIP: 31403CUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9336 | PA      | $9670.14       | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CFMT 2022-HB9 LLC 2022-2                                                             | CFMT 2022-HB9 A                                                                                                 | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1235167 | PA      | $1123765.30    | 0.06%             | 2037-09-25      | Floating      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Pemex Project Funding Master Trust                                                   | PEMEX 6.625 06/15/35                                                                                            | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       19000 | PA      | $13837.24      | 0.00%             | 2035-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN 889117                                                                                                       | CUSIP: 31410GYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30116 | PA      | $30808.21      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 5.35 09/01/40                                                                                                 | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77023.09      | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.7 02/15/42                                                                                                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58739.17      | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0776                                                                                                       | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18300 | PA      | $18193.96      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holding Inc Escrow                                                   | Lehman Brothers Holding Inc Escrow 6.5% SUB PERP NTS USD (SEC REGD)                                             | CUSIP: 524ESCR36<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      150000 | PA      | $0.00          | 0.00%             | 2017-07-19      | Fixed         | 6.50%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 928938                                                                                                       | CUSIP: 31412MBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1202 | PA      | $1223.21       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90316                                                                                                       | CUSIP: 3132H3K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16085 | PA      | $15478.26      | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 783298                                                                                                       | CUSIP: 36241LUX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       84414 | PA      | $84412.21      | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-9 BC                                                                                                   | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       97453 | PA      | $103095.73     | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AP9766                                                                                                       | CUSIP: 3138MDZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61801 | PA      | $59401.93      | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2013-CR6 B                                                                                                 | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390000 | PA      | $387896.87     | 0.02%             | 2046-03-12      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90778                                                                                                       | CUSIP: 3132H32K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16132 | PA      | $15122.25      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ4080                                                                                                       | CUSIP: 3138MKRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16306 | PA      | $15695.92      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 4.5 04/15/23                                                                                                | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      310000 | PA      | $309961.25     | 0.02%             | 2023-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN MA1547                                                                                                       | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24445 | PA      | $23433.25      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS0070                                                                                                       | CUSIP: 3138W9CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47039 | PA      | $45091.97      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4210 Z                                                                                                      | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      106206 | PA      | $84944.51      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 5.45 03/15/43                                                                                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      362000 | PA      | $327354.79     | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHRR R007 ZA                                                                                                    | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       67655 | PA      | $69573.58      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 6.875 11/21/36                                                                                           | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      484000 | PA      | $512041.99     | 0.03%             | 2036-11-21      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 934648                                                                                                       | CUSIP: 31412TZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2150 | PA      | $2316.35       | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Brazil (Federative Republic)                                                         | BRAZIL 5.625 01/07/41                                                                                           | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      340000 | PA      | $288745.82     | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| Devon Energy Corporation                                                             | DVN 5.6 07/15/41                                                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      400000 | PA      | $377129.70     | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                        | LEH 6.75 12/28/17 MTN                                                                                           | CUSIP: 5249087M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      140000 | PA      | $0.00          | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 924874                                                                                                       | CUSIP: 31412GQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         526 | PA      | $524.30        | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Catholic Health Initiatives                                                          | CATMED 4.35 11/01/42                                                                                            | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34118.44      | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 4.625 12/01/42                                                                                              | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52913.14      | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90841                                                                                                       | CUSIP: 3132H35A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18073 | PA      | $16892.99      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U91254                                                                                                       | CUSIP: 3132HBH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48366 | PA      | $46422.73      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ4078                                                                                                       | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22727 | PA      | $22053.03      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q19611                                                                                                       | CUSIP: 3132JBDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53794 | PA      | $52713.95      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q19615                                                                                                       | CUSIP: 3132JBDV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46333 | PA      | $45008.79      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT6546                                                                                                       | CUSIP: 3138WUHY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25627 | PA      | $25084.76      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR7399                                                                                                       | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57757 | PA      | $52692.95      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 6.4 12/15/36                                                                                                | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48418.25      | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: —       |
| Goldman Sachs Capital II                                                             | GS V0 PERP _                                                                                                    | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $2269.02       | 0.00%             | 2049-12-31      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.5 09/15/37                                                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      120000 | PA      | $123365.92     | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 955183                                                                                                       | CUSIP: 31413TUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3125 | PA      | $3134.33       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 4.5 06/01/42                                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82010.95      | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.95 PERP                                                                                                    | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168767.50     | 0.01%             | 2049-12-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| Glencore Funding LLC                                                                 | GLENLN 4.125 05/30/23 144A                                                                                      | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19898.37      | 0.00%             | 2023-05-30      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT9637                                                                                                       | CUSIP: 3138WXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92636 | PA      | $89170.92      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q18473                                                                                                       | CUSIP: 3132J92F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24828 | PA      | $24329.24      | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q19131                                                                                                       | CUSIP: 3132JASV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30018 | PA      | $29415.36      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 3.875 03/15/23                                                                                              | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9989.00       | 0.00%             | 2023-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6.75 10/01/37                                                                                                | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      110000 | PA      | $117487.99     | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Spectrum Management Holding Company LLC                                              | TWC 6.55 05/01/37                                                                                               | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86358.52      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G03092                                                                                                       | CUSIP: 3128M4XV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10708 | PA      | $11134.46      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MetLife Capital Trust IV                                                             | MET 7.875 12/15/37                                                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $324782.36     | 0.02%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889139                                                                                                       | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1476 | PA      | $1518.87       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 974965                                                                                                       | CUSIP: 31414STW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27540 | PA      | $28169.17      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 4245                                                                                                         | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60746 | PA      | $64229.27      | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 4747                                                                                                         | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4495 | PA      | $4563.45       | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Spectrum Management Holding Company LLC                                              | TWC 5.875 11/15/40                                                                                              | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175883.78     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0939                                                                                                       | CUSIP: 31418ABH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27625 | PA      | $27465.77      | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 991549                                                                                                       | CUSIP: 31415WQA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2296 | PA      | $2312.64       | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.85 11/01/42                                                                                                | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32083.71      | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G07335                                                                                                       | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6133 | PA      | $6604.23       | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q17792                                                                                                       | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      179457 | PA      | $168464.30     | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9683                                                                                                       | CUSIP: 31417GXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51543 | PA      | $49511.73      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U95137                                                                                                       | CUSIP: 3132H5EK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42261 | PA      | $40879.06      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust 2013-CR                                                    | COMM 2013-CR12 AM                                                                                               | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $45628.19      | 0.00%             | 2046-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVSPAS 6.943 01/10/30                                                                                           | CUSIP: 126650BQ2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      440908 | PA      | $449675.63     | 0.02%             | 2030-01-10      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 4837                                                                                                         | CUSIP: 36202FLS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7512 | PA      | $7943.87       | 0.00%             | 2040-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0734                                                                                                       | CUSIP: 31417YY84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59312 | PA      | $58969.96      | 0.00%             | 2031-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corporation                                                          | SCCO 5.25 11/08/42                                                                                              | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2390337.70    | 0.12%             | 2042-11-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 3.3 01/11/23 GMTN                                                                                           | CUSIP: 06051GEU9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119960.09     | 0.01%             | 2023-01-11      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG U90598                                                                                                       | CUSIP: 3132H3UX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6611 | PA      | $6197.54       | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                            | MSBAM 2013-C9 AS                                                                                                | CUSIP: 61762DAY7<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $138285.05     | 0.01%             | 2046-05-17      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL3508                                                                                                       | CUSIP: 3138EK3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24694 | PA      | $23961.89      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT7698                                                                                                       | CUSIP: 3138WVRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24253 | PA      | $23420.55      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4.55 08/12/43                                                                                            | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      120000 | PA      | $109334.32     | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 5.375 11/02/43                                                                                              | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      190000 | PA      | $178595.87     | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS7844                                                                                                       | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30250 | PA      | $27182.70      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Whitehorse Xii Ltd / Whitehorse Xii Llc                                              | WITEH 2018-12A D                                                                                                | CUSIP: 96525YAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $634650.11     | 0.03%             | 2031-10-15      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| Petrobras Global Finance B.V.                                                        | PETBRA 5.999 01/27/28                                                                                           | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $597735.00     | 0.03%             | 2028-01-27      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Comcast Corporation                                                                  | CMCSA 4.25 10/15/30                                                                                             | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      520000 | PA      | $500163.41     | 0.02%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.95 10/15/25                                                                                             | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51025.01      | 0.00%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 5 01/15/28                                                                                                 | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66891.20      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CommScope Holdings Co Inc                                                            | COMM 6 03/01/26 144A                                                                                            | CUSIP: 20338QAD5<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |      130000 | PA      | $119752.34     | 0.01%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM5520                                                                                                       | CUSIP: 3140JAD21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1380000 | PA      | $1286221.67    | 0.06%             | 2047-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q41209                                                                                                       | CUSIP: 3132WEKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24600 | PA      | $22938.98      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K091 X1                                                                                                    | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1394436 | PA      | $40611.19      | 0.00%             | 2029-03-25      | Floating      | 0.56%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 3 05/15/24                                                                                                  | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      720000 | PA      | $700862.93     | 0.03%             | 2024-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.125 07/31/29                                                                                              | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88418.36      | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 2.7 02/01/27                                                                                                 | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63369.65      | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 6.6 03/15/46                                                                                                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      220000 | PA      | $226873.90     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP                                                        | FL FLSGEN 2.15 07/01/2030                                                                                       | CUSIP: 341271AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      235000 | PA      | $192679.77     | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL9397                                                                                                       | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34738 | PA      | $31145.46      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91987                                                                                                       | CUSIP: 3128P8F48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44371 | PA      | $40958.17      | 0.00%             | 2038-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q57925                                                                                                       | CUSIP: 3132Y1YX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5767 | PA      | $5793.72       | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.33 03/15/50 MTN                                                                                          | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      170000 | PA      | $141299.49     | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Mars Inc. (Del)                                                                      | MARS 2.7 04/01/25 144A                                                                                          | CUSIP: 571676AA3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190698.84     | 0.01%             | 2025-04-01      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc. (Del)                                                                      | MARS 3.2 04/01/30 144A                                                                                          | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89821.29      | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.2 01/31/50                                                                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      130000 | PA      | $103544.79     | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                   | UNSEAM 6.625 07/15/26 144A                                                                                      | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9170.60       | 0.00%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN AB9109                                                                                                       | CUSIP: 36178WDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46146 | PA      | $42357.89      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Small Business Administration                                                        | SBAP 2019-25G 1                                                                                                 | CUSIP: 83162CC68<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |      165422 | PA      | $145199.61     | 0.01%             | 2044-07-01      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| DigiCert                                                                             | DigiCert First-lien Term Loan 400 2026-07-27                                                                    | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      429000 | PA      | $415364.24     | 0.02%             | 2026-07-27      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 6.95 07/01/24                                                                                               | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      136000 | PA      | $138613.92     | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1015625.00    | 0.05%             | 2052-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18000000 | PA      | $18063168.84   | 0.90%             | 2052-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -6000000 | PA      | $-5827500.00   | -0.29%            | 2052-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $5209670.10    | 0.26%             | 2052-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PORT AUTH N Y & N J                                                                  | NY PORTRN 4.81 10/15/2065                                                                                       | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      300000 | PA      | $278869.40     | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC2817                                                                                                       | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32612 | PA      | $29300.44      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 4.125 11/16/28                                                                                              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      270000 | PA      | $259498.85     | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA5529                                                                                                       | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      139324 | PA      | $137054.41     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4.25 01/15/49                                                                                               | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      350000 | PA      | $316150.62     | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.705 01/10/25 144A                                                                                        | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $643942.62     | 0.03%             | 2025-01-10      | Fixed         | 4.71%                 | Yes           | 2                  | On Loan: No      |
| Small Business Administration                                                        | SBAP 2019-20D 1                                                                                                 | CUSIP: 83162CB51<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |       92267 | PA      | $85218.74      | 0.00%             | 2039-04-01      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZN0538                                                                                                       | CUSIP: 3131Y6S34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      107271 | PA      | $100442.03     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 4.625 08/01/29                                                                                              | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |       30000 | PA      | $22931.54      | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HOUSTON TEX                                                                          | TX HOUAPT 2.23 07/01/2029                                                                                       | CUSIP: 442349ER3<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |      110000 | PA      | $92606.59      | 0.00%             | 2029-07-01      | Fixed         | 2.23%                 | No            | 2                  | On Loan: No      |
| BAY AREA TOLL AUTH CALIF                                                             | CA BAYTRN 1.63 04/01/2028                                                                                       | CUSIP: 072024XE7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      300000 | PA      | $256789.11     | 0.01%             | 2028-04-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH                               | LA LASGOV 4.28 02/01/2036                                                                                       | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     1300000 | PA      | $1210590.75    | 0.06%             | 2036-02-01      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| ILLINOIS ST                                                                          | IL ILS 5.1 06/01/2033                                                                                           | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      405000 | PA      | $389129.10     | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4932031.25    | 0.25%             | 2052-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -12000000 | PA      | $-11563125.00  | -0.58%            | 2052-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $5951484.36    | 0.30%             | 2052-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $4460380.25    | 0.22%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1024843.75    | 0.05%             | 2052-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 7.75 11/13/42 M                                                                                           | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   259825200 | PA      | $11647566.44   | 0.58%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -8000000 | PA      | $-7513446.48   | -0.37%            | 2052-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ILLINOIS ST                                                                          | IL ILS 6.63 02/01/2035                                                                                          | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      495000 | PA      | $502283.01     | 0.02%             | 2035-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                            | OH AMEPWR 6.27 02/15/2050                                                                                       | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      235000 | PA      | $248945.11     | 0.01%             | 2050-02-15      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $7635911.40    | 0.38%             | 2052-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 8 11/07/47 M                                                                                              | CUSIP: P4R07XQS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    55770000 | PA      | $2554432.85    | 0.13%             | 2047-11-07      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 36 LTD                                                   | OCT36 2018-1A A1                                                                                                | CUSIP: 67591UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $690047.96     | 0.03%             | 2031-04-15      | Floating      | 3.48%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.329 09/21/28                                                                                               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      452000 | PA      | $436310.48     | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.15 10/16/28                                                                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      600000 | PA      | $570370.39     | 0.03%             | 2028-10-16      | Fixed         | 4.15%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA5652                                                                                                       | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57049 | PA      | $55472.39      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL3026                                                                                                       | CUSIP: 3138EKLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32967 | PA      | $30928.42      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LifePoint Health                                                                     | LifePoint Health Term Loan B 450 2025-10-27                                                                     | CUSIP: 75915TAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       57463 | PA      | $54310.07      | 0.00%             | 2025-10-27      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Duke Energy Ohio                                                                     | DUK 3.65 02/01/29                                                                                               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      350000 | PA      | $326543.16     | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.05 03/30/29                                                                                              | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      460000 | PA      | $434206.69     | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                   | UBS V7 PERP 144A                                                                                                | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      840000 | PA      | $828511.62     | 0.04%             | 2049-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 3.9 03/12/24                                                                                             | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $206283.22     | 0.01%             | 2024-03-12      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN AB2892                                                                                                       | CUSIP: 36178NF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142149 | PA      | $130488.02     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| McDonald's Corporation                                                               | MCD 3.625 09/01/49 MTN                                                                                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      130000 | PA      | $99030.64      | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.375 10/15/28                                                                                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      510000 | PA      | $493858.64     | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 3.2 08/15/26                                                                                                | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      260000 | PA      | $239665.40     | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                         | NY MTATRN 5.17 11/15/2049                                                                                       | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      825000 | PA      | $714822.57     | 0.04%             | 2049-11-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| SAN JOSE CALIF FING AUTH                                                             | CA SJSGEN 1.86 06/01/2030                                                                                       | CUSIP: 798153NK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       55000 | PA      | $43638.90      | 0.00%             | 2030-06-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 03/31/28                                                                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      510000 | PA      | $444257.81     | 0.02%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.75 08/15/42                                                                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9830000 | PA      | $7968443.75    | 0.40%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 7.75 11/23/34 M                                                                                           | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    15250000 | PA      | $707628.49     | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 3.95 08/16/25                                                                                               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      180000 | PA      | $176237.27     | 0.01%             | 2025-08-16      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BJ2544                                                                                                       | CUSIP: 3140H3ZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50753 | PA      | $47207.07      | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DP World PLC                                                                         | DPWDU 5.625 09/25/48 144A                                                                                       | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      620000 | PA      | $583744.88     | 0.03%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.8 02/01/49                                                                                                | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25890.40      | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM4751                                                                                                       | CUSIP: 3140J9H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267879 | PA      | $252186.00     | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.8 02/15/29                                                                                               | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48072.70      | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.023 12/05/24                                                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $443562.88     | 0.02%             | 2024-12-05      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.119 05/04/26 *                                                                                           | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      510000 | PA      | $484647.54     | 0.02%             | 2026-05-04      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.25 04/15/29                                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1098410.34    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V4.269 03/22/25                                                                                             | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $332749.15     | 0.02%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Lcm XIX Limited Partnership/LLC                                                      | LCM 19A AR                                                                                                      | CUSIP: 50188QAJ0<br>LEI: 5493003LYT7GC7SDWZ12 | Long             | ABS-CBDO         | CORP              | KY        |       53899 | PA      | $53567.40      | 0.00%             | 2027-07-15      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Virgin Media Sec Finance PLC                                                         | VMED 5.5 05/15/29 144A                                                                                          | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $188593.65     | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN AB9108                                                                                                       | CUSIP: 36178WDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46776 | PA      | $42933.01      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL2454                                                                                                       | CUSIP: 3140HTWQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142838 | PA      | $132635.36     | 0.01%             | 2029-05-01      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL9712                                                                                                       | CUSIP: 3138ERYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      527291 | PA      | $506717.17     | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.875 08/15/59                                                                                              | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      190000 | PA      | $150633.03     | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.7 08/15/49                                                                                                | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      170000 | PA      | $135080.37     | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.8 08/15/38                                                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $963198.68     | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                      | DANBNK V3.244 12/20/25 144A                                                                                     | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      220000 | PA      | $206181.20     | 0.01%             | 2025-12-20      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                               | CS V2.593 09/11/25 144A                                                                                         | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $221258.98     | 0.01%             | 2025-09-11      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K736 X1                                                                                                    | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      969224 | PA      | $35928.93      | 0.00%             | 2026-07-25      | Floating      | 1.29%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 7.875 09/15/31                                                                                              | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      280000 | PA      | $308777.00     | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PORT OAKLAND CALIF                                                                   | CA PTOTRN 2.2 05/01/2031                                                                                        | CUSIP: 735000TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      135000 | PA      | $106803.07     | 0.01%             | 2031-05-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 0.75 03/31/26                                                                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $538453.13     | 0.03%             | 2026-03-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.125 11/15/41                                                                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3580000 | PA      | $3116977.35    | 0.16%             | 2041-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                       | G2 MA1995                                                                                                       | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49443 | PA      | $46484.09      | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds GOVT PTFL                                                                                     | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       93290 | NS      | $93289.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.15 10/15/28                                                                                             | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1136097.95    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: —       |
| Home Depot Inc                                                                       | HD 3.9 12/06/28                                                                                                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19328.46      | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.5 04/15/24                                                                                                 | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      230000 | PA      | $226913.13     | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                      | DANBNK 5.375 01/12/24 144A                                                                                      | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      540000 | PA      | $535893.00     | 0.03%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890843                                                                                                       | CUSIP: 31410LWC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      627530 | PA      | $563608.49     | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN AA5649                                                                                                       | CUSIP: 36178DH20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57296 | PA      | $52672.24      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                       | MSC 2019-BPR A                                                                                                  | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      920626 | PA      | $881207.34     | 0.04%             | 2036-05-15      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Sound Point CLO XX                                                                   | SNDPT 2018-2A A                                                                                                 | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $486797.50     | 0.02%             | 2031-07-26      | Floating      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 2.5 08/15/24                                                                                                | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $182272.00     | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SAN JOSE CALIF FING AUTH                                                             | CA SJSGEN 1.81 06/01/2029                                                                                       | CUSIP: 798153NJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $81589.49      | 0.00%             | 2029-06-01      | Fixed         | 1.81%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH FING AUTH PA                                                            | PA CMNGEN 2.76 06/01/2030                                                                                       | CUSIP: 20281PMP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $42415.45      | 0.00%             | 2030-06-01      | Fixed         | 2.76%                 | No            | 2                  | On Loan: No      |
| LOUISIANA ST TRANSN AUTH                                                             | LA LASTRN 2 02/15/2030                                                                                          | CUSIP: 54651TBF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $40828.05      | 0.00%             | 2030-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Guidestone Fds                                                                       | Guidestone Fds MONEY MKT INSTL                                                                                  | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    32844865 | NS      | $32844865.06   | 1.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.95 10/15/58                                                                                             | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36716.61      | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.45 12/15/48                                                                                               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44934.53      | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.431 01/23/30 GMTN                                                                                         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      210000 | PA      | $196966.15     | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 4.125 03/12/24 144A                                                                                      | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      890000 | PA      | $876427.86     | 0.04%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS7533                                                                                                       | CUSIP: 3138WHLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260880 | PA      | $234549.91     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.113 05/03/29                                                                                                | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      220000 | PA      | $199716.00     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: —       |
| Barclays PLC                                                                         | BACR V5.088 06/20/30                                                                                            | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1341807.72    | 0.07%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Nexstar Broadcasting                                                                 | Nexstar Broadcasting Term Loan B-4 (Incremental) 275 2026-06-04                                                 | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      278020 | PA      | $276247.70     | 0.01%             | 2026-06-04      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN AB9207                                                                                                       | CUSIP: 36178WGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40036 | PA      | $36749.38      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K094 X1                                                                                                    | CUSIP: 3137FMU26<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      994527 | PA      | $44920.08      | 0.00%             | 2029-06-25      | Floating      | 0.88%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3.25 02/01/35                                                                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1191145.30    | 0.06%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.9 12/15/48                                                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $958687.02     | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.125 11/15/25                                                                                               | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58727.44      | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OXY 5.55 03/15/26                                                                                               | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      360000 | PA      | $359236.80     | 0.02%             | 2026-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                   | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1679595.82    | 0.08%             | 2052-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PORT OAKLAND CALIF                                                                   | CA PTOTRN 1.95 05/01/2028                                                                                       | CUSIP: 735000TQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       90000 | PA      | $76844.06      | 0.00%             | 2028-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                                                 | CA CASGEN 1.88 02/01/2031                                                                                       | CUSIP: 13080SZS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $114113.78     | 0.01%             | 2031-02-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Voya CLO 2018-3 Ltd/ Voya CLO 2018-3 LLC                                             | VOYA 2018-3A A1A                                                                                                | CUSIP: 92917KAA2<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1234292.50    | 0.06%             | 2031-10-15      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.5 02/15/49                                                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      210000 | PA      | $186920.96     | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 784571                                                                                                       | CUSIP: 3622A3CG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100469 | PA      | $94839.06      | 0.00%             | 2048-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5711                                                                                                       | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      342733 | PA      | $333354.64     | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.25 04/15/49                                                                                                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      470000 | PA      | $442077.15     | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5817                                                                                                       | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      282949 | PA      | $271051.58     | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Schlumberger Holdings Corporation                                                    | SLB 3.9 05/17/28 144A                                                                                           | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      252000 | PA      | $235676.64     | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K093 X1                                                                                                    | CUSIP: 3137FMCT7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1984068 | PA      | $94785.98      | 0.00%             | 2029-05-25      | Floating      | 0.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.125 07/01/49                                                                                             | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      120000 | PA      | $91746.48      | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Cigna Corporation                                                                    | CI 3.75 07/15/23                                                                                                | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      293000 | PA      | $291121.12     | 0.01%             | 2023-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                  | CGCMT 2019-GC41 A5                                                                                              | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1450000 | PA      | $1257763.93    | 0.06%             | 2056-08-11      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -36000000 | PA      | $-29355224.76  | -1.46%            | 2052-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                                                 | CA CASGEN 1.81 02/01/2030                                                                                       | CUSIP: 13080SZR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $19580.22      | 0.00%             | 2030-02-01      | Fixed         | 1.81%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | WIT 3.625 12/31/29                                                                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16050000 | PA      | $16008621.09   | 0.80%             | 2029-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Financial Asset Securities Corp.                                                     | AAA 2005-1A 1A3B                                                                                                | CUSIP: 31738PAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      317085 | PA      | $294081.98     | 0.01%             | 2035-02-27      | Floating      | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AO6908                                                                                                       | CUSIP: 3138LXVA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19500 | PA      | $18808.34      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CB 3.35 05/03/26                                                                                                | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115060.29     | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            | 2                  | On Loan: —       |
| Range Resources Corp.                                                                | RRC 4.875 05/15/25                                                                                              | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9515.31       | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3663                                                                                                       | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60733 | PA      | $56838.92      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.75 05/18/46                                                                                                 | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33614.88      | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4 05/10/46                                                                                               | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      330000 | PA      | $272471.49     | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3803                                                                                                       | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62406 | PA      | $58342.58      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 3.45 08/08/36                                                                                              | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      515000 | PA      | $460077.02     | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FG K91009                                                                                                       | CUSIP: 3132LMAJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101505 | PA      | $97626.95      | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.45 09/29/27                                                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1033857.66    | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 2.4 08/08/26                                                                                               | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1251851.85    | 0.06%             | 2026-08-08      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 417192                                                                                                       | CUSIP: 36206PNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1201 | PA      | $1207.50       | 0.00%             | 2026-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 254262                                                                                                       | CUSIP: 31371KMK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3030 | PA      | $3137.79       | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 781340                                                                                                       | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3532 | PA      | $3639.32       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 471300                                                                                                       | CUSIP: 36209GRV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3783 | PA      | $3918.14       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 569548                                                                                                       | CUSIP: 36200QWH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7684 | PA      | $7902.42       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 464694                                                                                                       | CUSIP: 36208YGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1192 | PA      | $1193.28       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 552313                                                                                                       | CUSIP: 36213ESA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7831 | PA      | $8100.79       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 569278                                                                                                       | CUSIP: 36200QM35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3946 | PA      | $4052.87       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ipalco Enterprises Inc.                                                              | AES 4.25 05/01/30                                                                                               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      650000 | PA      | $580582.31     | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Atkore Inc                                                                           | ATKR 4.25 06/01/31 144A                                                                                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      150000 | PA      | $128841.75     | 0.01%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 634288                                                                                                       | CUSIP: 31389SUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1495 | PA      | $1520.87       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 972390                                                                                                       | CUSIP: 31414PXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3029 | PA      | $2984.53       | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-93 IO                                                                                                  | CUSIP: 38378N6R9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      649125 | PA      | $16074.74      | 0.00%             | 2055-11-16      | Floating      | 0.67%                 | No            | 2                  | On Loan: No      |
| Waterfall Commercial Mortgage Trust 2015-Sbc5                                        | WCMT 2015-SBC5 A                                                                                                | CUSIP: 94132LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       36811 | PA      | $36135.90      | 0.00%             | 2022-09-20      | Floating      | 4.10%                 | Yes           | 2                  | On Loan: No      |
| Assured Guaranty US Holdings Inc.                                                    | AGO 3.15 06/15/31                                                                                               | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      600000 | PA      | $508159.23     | 0.03%             | 2031-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.05 02/15/28                                                                                              | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $883771.13     | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 2.375 07/15/31                                                                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      205000 | PA      | $159194.22     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                                                      | ENELIM 1.875 07/12/28 144A                                                                                      | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $916604.68     | 0.05%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2021-1A A2                                                                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $771259.50     | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $802848.15     | 0.04%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc                                                     | PNC V3.4 PERP T                                                                                                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $795000.00     | 0.04%             | 2049-12-31      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 2.625 09/23/31 144A                                                                                      | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      575000 | PA      | $460933.72     | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.75 10/21/45                                                                                                | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      220000 | PA      | $195121.32     | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.5 05/15/36                                                                                                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48127.51      | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JDE Peets N.V                                                                        | JDEPNA 1.375 01/15/27 144A                                                                                      | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      475000 | PA      | $402129.46     | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.137 11/15/35 144A                                                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $877466.24     | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 2.45 10/29/26                                                                                               | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $701416.35     | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7706                                                                                                       | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      898477 | PA      | $805611.60     | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 3.15 12/14/25                                                                                                 | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      390000 | PA      | $376469.44     | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN AS6541                                                                                                       | CUSIP: 3138WGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90042 | PA      | $83876.22      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.475 01/21/28                                                                                              | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62383.88      | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.375 PERP RR                                                                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $594601.57     | 0.03%             | 2049-12-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM 5.71 01/15/26                                                                                             | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $192614.47     | 0.01%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 588031                                                                                                       | CUSIP: 36201NHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20937 | PA      | $21582.75      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.8 02/14/32                                                                                                | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      725000 | PA      | $628651.99     | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: —       |
| Trysail Clo 2021-1 Ltd / Llc                                                         | TRYSL 2021-1A A1                                                                                                | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2900000 | PA      | $2814139.70    | 0.14%             | 2032-07-20      | Floating      | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 389764                                                                                                       | CUSIP: 36205F5Z2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5323 | PA      | $5595.50       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 603864                                                                                                       | CUSIP: 36200KZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11094 | PA      | $11409.84      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.3 10/01/29                                                                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $122848.79     | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Qatar Energy                                                                         | QPETRO 3.3 07/12/51 144A                                                                                        | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      200000 | PA      | $148160.00     | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 564603                                                                                                       | CUSIP: 36213UGL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10966 | PA      | $11292.82      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 587347                                                                                                       | CUSIP: 36201MP89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41629 | PA      | $43925.43      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 1.2 09/02/25                                                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1300165.77    | 0.06%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| VMware Inc                                                                           | VMW 1.8 08/15/28                                                                                                | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      295000 | PA      | $241940.76     | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 594905                                                                                                       | CUSIP: 36201V3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9539 | PA      | $9908.14       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 599791                                                                                                       | CUSIP: 36200FKC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20263 | PA      | $20811.56      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Jefferies Finance LLC/JFIN Co-Issuer Corp                                            | JEFFIN 5 08/15/28                                                                                               | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      650000 | PA      | $531180.00     | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| W. R. Grace Holdings Llc                                                             | GRA 4.875 06/15/27 144a                                                                                         | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $647787.40     | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                         | RKTRM 4 10/15/33 144A                                                                                           | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      850000 | PA      | $636059.25     | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 1.8 10/01/24                                                                                                  | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      575000 | PA      | $539350.15     | 0.03%             | 2024-10-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 3.3 01/30/32                                                                                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      275000 | PA      | $216461.63     | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                             | 3650R 2021-PF1 AS                                                                                               | CUSIP: 88581EAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $591310.50     | 0.03%             | 2054-11-18      | Floating      | 2.78%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2.3 11/15/28                                                                                               | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      375000 | PA      | $311390.75     | 0.02%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                                  | O 2.85 12/15/32                                                                                                 | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      800000 | PA      | $653512.41     | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 595467                                                                                                       | CUSIP: 36200AQU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17390 | PA      | $17914.41      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 622517                                                                                                       | CUSIP: 36291ASE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26864 | PA      | $27590.91      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7768                                                                                                       | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      915731 | PA      | $820468.61     | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD6093                                                                                                       | CUSIP: 3133B3XW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999999 | PA      | $817501.39     | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Vontier Corporation                                                                  | VNT 2.4 04/01/28                                                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      700000 | PA      | $561886.89     | 0.03%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3 02/27/27 144A                                                                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      120000 | PA      | $106708.80     | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 610891                                                                                                       | CUSIP: 36202VUQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14954 | PA      | $15359.07      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 582340                                                                                                       | CUSIP: 36201F4Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17797 | PA      | $18325.77      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 538284                                                                                                       | CUSIP: 36212M6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5828 | PA      | $6030.05       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0968                                                                                                       | CUSIP: 31418ACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10591 | PA      | $10530.16      | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.07 02/24/28 VAR                                                                                            | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45211.95      | 0.00%             | 2028-02-24      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Careismatic Brands (fka Strategic Partners)                                          | Careismatic Brands (fka Strategic Partners) First-lien Term Loan 325 2028-01-06                                 | CUSIP: 64900YAB8<br>LEI: 254900KQOFMPF9290333 | Long             | LON              | CORP              | US        |      497481 | PA      | $349480.47     | 0.02%             | 2028-01-06      | Floating      | 3.47%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A38859                                                                                                       | CUSIP: 31297UZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33716 | PA      | $33913.29      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 826514                                                                                                       | CUSIP: 31407CGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23192 | PA      | $23590.30      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 1.25 01/15/29 EMTN                                                                                       | CUSIP: E2R41NAC6<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $429831.20     | 0.02%             | 2029-01-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Americo Life Inc.                                                                    | AMERIC 3.45 04/15/31 144A                                                                                       | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1109810.09    | 0.06%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 833212                                                                                                       | CUSIP: 31407KVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20130 | PA      | $20217.79      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 844387                                                                                                       | CUSIP: 31407YCY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30638 | PA      | $31294.11      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                                                | GLDD 5.25 06/01/29 144A                                                                                         | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |      450000 | PA      | $350415.00     | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: —       |
| General Motors Financial Company Inc                                                 | GM 2.7 06/10/31                                                                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      575000 | PA      | $443242.27     | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 800956                                                                                                       | CUSIP: 31405VZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21394 | PA      | $21751.89      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR1198                                                                                                       | CUSIP: 3138NXKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21817 | PA      | $19760.97      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Lundin Energy Finance B.V.                                                           | AKERBP 2 07/15/26 144A                                                                                          | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $575661.71     | 0.03%             | 2026-07-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                | NOMURA 2.608 07/14/31                                                                                           | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      270000 | PA      | $209693.07     | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.7 09/15/28                                                                                                | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      900000 | PA      | $759062.81     | 0.04%             | 2028-09-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                         | BX 2021-VOLT D                                                                                                  | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1266641.55    | 0.06%             | 2036-09-15      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| Viatris Inc                                                                          | VTRS 4 06/22/50                                                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15577.47      | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CubeSmart L.P.                                                                       | CUBE 2.25 12/15/28                                                                                              | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       55000 | PA      | $45522.76      | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AU6901                                                                                                       | CUSIP: 3138X6U37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71186 | PA      | $69596.96      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                                  | EOG 4.15 01/15/26                                                                                               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157220.39     | 0.01%             | 2026-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Lbj Infrastructure Group Llc                                                         | CINCON 3.797 12/31/57 144A                                                                                      | CUSIP: 50203UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $641677.66     | 0.03%             | 2057-12-31      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                         | UBS V2.746 02/11/33 144A                                                                                        | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      395000 | PA      | $307338.55     | 0.02%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3736                                                                                                       | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      123978 | PA      | $115965.30     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 07/15/46                                                                                              | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37016.26      | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| Ciena Corporation                                                                    | CIEN 4 01/31/30 144A                                                                                            | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $352554.00     | 0.02%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| HP Inc                                                                               | HPQ 1.45 06/17/26                                                                                               | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61554.88      | 0.00%             | 2026-06-17      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| The TJX Companies Inc.                                                               | TJX 2.25 09/15/26                                                                                               | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36685.90      | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 783094                                                                                                       | CUSIP: 36241LNK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36391 | PA      | $37504.04      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8199                                                                                                       | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15999996 | PA      | $13070623.59   | 0.65%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners Clo Ltd                                                       | GOCAP 2018-36A A                                                                                                | CUSIP: 38175BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2450013.13    | 0.12%             | 2031-02-05      | Floating      | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 2.95 03/15/31                                                                                              | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       95000 | PA      | $76922.29      | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.5 04/15/25                                                                                               | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      625000 | PA      | $601998.68     | 0.03%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS1824                                                                                                       | CUSIP: 3138WBA21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183154 | PA      | $181659.67     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 3.8 11/15/25                                                                                                | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25340.48      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                               | INDOIS 2.55 06/09/31 144A                                                                                       | CUSIP: 71567PAS9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      590000 | PA      | $501647.50     | 0.02%             | 2031-06-09      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7476                                                                                                       | CUSIP: 3140XBJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      486093 | PA      | $474697.48     | 0.02%             | 2050-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCCM TRUST                                                                           | LCCM 2021-FL2 A                                                                                                 | CUSIP: 50202KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $727686.08     | 0.04%             | 2038-12-15      | Floating      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2021-DNA5 M2                                                                                              | CUSIP: 35564KHE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      162219 | PA      | $160061.90     | 0.01%             | 2034-01-25      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS6562                                                                                                       | CUSIP: 3138WGJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70620 | PA      | $65784.15      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6.6 04/01/36                                                                                                 | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19789.92      | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Ashtead Capital Inc.                                                                 | AHTLN 1.5 08/12/26 144A                                                                                         | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      350000 | PA      | $299493.83     | 0.01%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.125 09/15/31                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      600000 | PA      | $478924.76     | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: —       |
| Exxon Mobil Corporation                                                              | XOM 3.043 03/01/26                                                                                              | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      730000 | PA      | $697929.44     | 0.03%             | 2026-03-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3597                                                                                                       | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119807 | PA      | $112007.98     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                           | BSABS 2007-SD1 1A3A                                                                                             | CUSIP: 07389QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2036576 | PA      | $1106780.43    | 0.06%             | 2036-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 485698                                                                                                       | CUSIP: 36209YRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1752 | PA      | $1762.49       | 0.00%             | 2031-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.05 09/17/26                                                                                               | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62158.26      | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V3.7 PERP                                                                                                   | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      775000 | PA      | $635500.00     | 0.03%             | 2049-12-31      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Berry Global Inc                                                                     | BERY 1.57 01/15/26                                                                                              | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      375000 | PA      | $334819.05     | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2021-1 A2                                                                                                 | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1175170.48    | 0.06%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 592230                                                                                                       | CUSIP: 36201S4P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         817 | PA      | $841.38        | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 615527                                                                                                       | CUSIP: 31388UYY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1263 | PA      | $1301.18       | 0.00%             | 2031-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 483775                                                                                                       | CUSIP: 36209WMY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7965 | PA      | $7959.36       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 572515                                                                                                       | CUSIP: 36200UAQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23911 | PA      | $24581.65      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CubeSmart L.P.                                                                       | CUBE 2.5 02/15/32                                                                                               | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      305000 | PA      | $234767.20     | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V2.215 01/27/28 mtn                                                                                         | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62968.33      | 0.00%             | 2028-01-27      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                         | CAS 2022-R02 2M2                                                                                                | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      430000 | PA      | $406237.15     | 0.02%             | 2042-01-27      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| State Street Corporation                                                             | STT V2.203 02/07/28                                                                                             | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63052.24      | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 566253                                                                                                       | CUSIP: 36213WBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13580 | PA      | $13992.92      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 634250                                                                                                       | CUSIP: 31389STF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1958 | PA      | $1991.53       | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Starbucks Corporation                                                                | SBUX 3 02/14/32                                                                                                 | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      550000 | PA      | $471662.11     | 0.02%             | 2032-02-14      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| Expedia Group Inc                                                                    | EXPE 4.625 08/01/27                                                                                             | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      525000 | PA      | $505276.93     | 0.03%             | 2027-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                  | NEE 1.9 06/15/28                                                                                                | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      965000 | PA      | $827169.51     | 0.04%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Martin Marietta Materials Inc                                                        | MLM 3.2 07/15/51                                                                                                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      325000 | PA      | $222612.07     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 565506                                                                                                       | CUSIP: 36213VGP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3326 | PA      | $3424.42       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 625628                                                                                                       | CUSIP: 31389HA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41513 | PA      | $42214.76      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MF1 2021-FL6 LTD                                                                     | MF1 2021-FL6 A                                                                                                  | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $863946.54     | 0.04%             | 2036-07-18      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 6.02 06/15/26                                                                                              | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $921253.16     | 0.05%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 568450                                                                                                       | CUSIP: 36213YQB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23668 | PA      | $24308.23      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 641377                                                                                                       | CUSIP: 31390BQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67346 | PA      | $68472.01      | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 8.35 07/15/46                                                                                              | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $39127.92      | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.299 07/21/32                                                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      755000 | PA      | $585377.83     | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR1202                                                                                                       | CUSIP: 3138NXKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33696 | PA      | $30186.06      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.25 10/01/27                                                                                               | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      320000 | PA      | $308897.81     | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 4.875 02/01/31                                                                                             | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40451.08      | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.5 09/15/53                                                                                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      125000 | PA      | $84861.11      | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| Aercap Ireland Capital DAC                                                           | AER 3 10/29/28                                                                                                  | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $673036.56     | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Safehold Operating Partnership LP                                                    | SAFE 2.85 01/15/32                                                                                              | CUSIP: 78646UAB5<br>LEI: 549300MHMP6BIE0XV355 | Long             | DBT              | CORP              | US        |      750000 | PA      | $573247.04     | 0.03%             | 2032-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4.45 03/03/26 MTN                                                                                           | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68730.62      | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.125 08/15/46                                                                                               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      890000 | PA      | $715634.03     | 0.04%             | 2046-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                                  | O 3.95 08/15/27                                                                                                 | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      150000 | PA      | $143472.37     | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CSMC 2021-NQM8 TRUST                                                                 | CSMC 2021-NQM8 A1                                                                                               | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           0 | PA      | $0.01          | 0.00%             | 2066-10-25      | Floating      | 1.84%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08723                                                                                                       | CUSIP: 3128MJYV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136706 | PA      | $131267.67     | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 944789                                                                                                       | CUSIP: 31413GC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22963 | PA      | $23608.34      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.551 02/04/28                                                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44542.46      | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.972 02/04/33                                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      425000 | PA      | $344817.21     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AT3874                                                                                                       | CUSIP: 3138WRJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19535 | PA      | $18983.34      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG K91015                                                                                                       | CUSIP: 3132LMAQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      188229 | PA      | $181038.34     | 0.01%             | 2033-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM2377                                                                                                       | CUSIP: 3140X5UB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239556 | PA      | $235093.51     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Icg Us Clo 2017-1                                                                    | ICG 2017-1A ARR                                                                                                 | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1443066.45    | 0.07%             | 2034-07-28      | Floating      | 3.96%                 | Yes           | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.85 07/15/25                                                                                              | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $18222.58      | 0.00%             | 2025-07-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.45 06/15/23                                                                                              | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $285210.92     | 0.01%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.25 10/21/25                                                                                                | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      530000 | PA      | $518531.47     | 0.03%             | 2025-10-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.3 12/14/45                                                                                                  | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      460000 | PA      | $424853.83     | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 3.55 09/02/50                                                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $16194.92      | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| VMware Inc                                                                           | VMW 2.2 08/15/31                                                                                                | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      600000 | PA      | $458231.24     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.85 12/15/25                                                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      310000 | PA      | $316034.47     | 0.02%             | 2025-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 2.875 05/10/26                                                                                           | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $226695.09     | 0.01%             | 2026-05-10      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Sothebys / Bidfair Holdings Inc.                                                     | BID 5.875 06/01/29 144a                                                                                         | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      325000 | PA      | $273325.07     | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA5801                                                                                                       | CUSIP: 3133KMNS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1798607 | PA      | $1536975.53    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Maple Grove Funding Trust I                                                          | LIFEVT 4.161 08/15/51                                                                                           | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $336290.80     | 0.02%             | 2051-08-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| Synchrony Financial                                                                  | SYF 2.875 10/28/31                                                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       30000 | PA      | $22634.92      | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3873                                                                                                       | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      160816 | PA      | $145787.25     | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AW4014                                                                                                       | CUSIP: 3138XTN84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68539 | PA      | $65846.36      | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQUS 2021-EQAZ MORTGAGE TRUST                                                        | EQUS 2021-EQAZ A                                                                                                | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1099978 | PA      | $1060320.44    | 0.05%             | 2038-10-15      | Floating      | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 2.9 12/15/31 J                                                                                              | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      475000 | PA      | $365753.31     | 0.02%             | 2031-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| State Street Corporation                                                             | STT V1.684 11/18/27                                                                                             | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13325.19      | 0.00%             | 2027-11-18      | Fixed         | 1.68%                 | No            | 2                  | On Loan: —       |
| CDW LLC / CDW Finance Corp                                                           | CDWC 3.569 12/01/31                                                                                             | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $576970.85     | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            | 2                  | On Loan: —       |
| GA Global Funding Trust                                                              | GBLATL 2.9 01/06/32 144A                                                                                        | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1155461.32    | 0.06%             | 2032-01-06      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6475                                                                                                       | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      643076 | PA      | $598181.69     | 0.03%             | 2050-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS4363                                                                                                       | CUSIP: 3138WDZ53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544645 | PA      | $539702.49     | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 5 11/15/45                                                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      190000 | PA      | $169802.91     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V1.462 06/09/27                                                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $60875.22      | 0.00%             | 2027-06-09      | Fixed         | 1.46%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 4.625 01/15/29                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      130000 | PA      | $114533.25     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1805                                                                                                       | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806180 | PA      | $692411.47     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL V4.125 PERP C                                                                                                | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $412500.00     | 0.02%             | 2049-12-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: —       |
| Wells Fargo & Company                                                                | WFC 4.9 11/17/45 GMTN                                                                                           | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      370000 | PA      | $322287.79     | 0.02%             | 2045-11-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.25 06/15/26                                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9896.33       | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY 2.2 11/02/28                                                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       45000 | PA      | $35231.56      | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Pelican Products                                                                     | Pelican Products Term Loan B 425 2028-10-31                                                                     | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |       99499 | PA      | $90046.36      | 0.00%             | 2028-10-31      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 4.114 03/01/46                                                                                              | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      230000 | PA      | $197413.63     | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 3.5 04/19/26 GMTN                                                                                           | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $573008.13     | 0.03%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                                   | ATH 3.45 05/15/52                                                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |       20000 | PA      | $12448.55      | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2021-LTV2                                                 | JPMMT 2021-LTV2 A1                                                                                              | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1014708 | PA      | $819617.52     | 0.04%             | 2052-05-25      | Floating      | 2.52%                 | Yes           | 2                  | On Loan: No      |
| Aetna, Inc.                                                                          | AET 2.8 06/15/23                                                                                                | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49482.02      | 0.00%             | 2023-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.45 08/04/26                                                                                              | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      880000 | PA      | $818280.53     | 0.04%             | 2026-08-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7882                                                                                                       | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2698413 | PA      | $2409374.35    | 0.12%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CLI FUNDING VIII LLC                                                                 | CLIF 2022-1A A                                                                                                  | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      229533 | PA      | $195778.62     | 0.01%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4901                                                                                                       | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90930 | PA      | $87495.21      | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                    | MCHP 2.67 09/01/23                                                                                              | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      675000 | PA      | $662568.70     | 0.03%             | 2023-09-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LTD                                                                    | BMIR 2021-2A M1B                                                                                                | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      310000 | PA      | $298130.58     | 0.01%             | 2031-06-25      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| Shackleton 2019-Xiv Clo Ltd / Shackleton 2019-Xiv Clo Llc                            | SHACK 2019-14A A1R                                                                                              | CUSIP: 81880XAL6<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4035630.90    | 0.20%             | 2034-07-20      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| Enbridge Incorporation                                                               | ENBCN 2.5 08/01/33                                                                                              | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $659877.43     | 0.03%             | 2033-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| Qatar Energy                                                                         | QPETRO 3.125 07/12/41 144A                                                                                      | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      200000 | PA      | $154429.20     | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 1.95 08/01/28                                                                                                | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $120200.00     | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO1767                                                                                                       | CUSIP: 3140JV6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389936 | PA      | $381275.30     | 0.02%             | 2049-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33                                                                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      557000 | PA      | $431365.31     | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36 144A                                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       28000 | PA      | $20264.05      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                  | CAS 2021-R01 1M2                                                                                                | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      279000 | PA      | $272093.36     | 0.01%             | 2041-10-25      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Capital One Financial Corporation                                                    | COF V1.878 11/02/27                                                                                             | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65444.81      | 0.00%             | 2027-11-02      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 2.45 12/02/31                                                                                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $333571.36     | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Greenko Power II Limited                                                             | GRNKEN 4.3 12/13/28 144A                                                                                        | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      191000 | PA      | $160406.97     | 0.01%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Ecolab Inc.                                                                          | ECL 2.75 08/18/55                                                                                               | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       68000 | PA      | $41258.52      | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                         | CAS 2021-R03 1M2                                                                                                | CUSIP: 20754AAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      245000 | PA      | $231436.13     | 0.01%             | 2041-12-26      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.5 02/12/34                                                                                                | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      221000 | PA      | $177642.44     | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC                           | ARCLO 2022-FL1 A                                                                                                | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1461702.30    | 0.07%             | 2037-01-16      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7706                                                                                                       | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2695431 | PA      | $2416834.81    | 0.12%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 2.268 11/15/26 144A                                                                                         | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8675.38       | 0.00%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| HILDENE COMMUNITY FUNDING LTD                                                        | HCOMF 2015-1A ARR                                                                                               | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $656767.16     | 0.03%             | 2035-11-01      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD6079                                                                                                       | CUSIP: 3133B3XG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      188197 | PA      | $161435.62     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD4867                                                                                                       | CUSIP: 3133B2MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94841 | PA      | $84087.50      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD6142                                                                                                       | CUSIP: 3133B3ZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       94965 | PA      | $81461.03      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0520                                                                                                       | CUSIP: 3140XFSJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SMRT 2022-MINI                                                                       | SMRT 2022-MINI D                                                                                                | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1290000 | PA      | $1203492.66    | 0.06%             | 2039-01-15      | Floating      | 5.74%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0424                                                                                                       | CUSIP: 3140XFPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374442 | PA      | $321195.29     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3044                                                                                                       | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291891 | PA      | $250002.86     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 5.141 03/15/52 144A                                                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      740000 | PA      | $543474.50     | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| Russian Federation                                                                   | RFLB 7.7 03/16/39 6230                                                                                          | CUSIP: X5424XCK2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   135260000 | PA      | $568550.51     | 0.03%             | 2039-03-16      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5130                                                                                                       | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       72976 | PA      | $59242.74      | 0.00%             | 2041-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WHITEBOX CLO II LTD                                                                  | WBOX 2020-2A A1R                                                                                                | CUSIP: 96466CAL2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $627659.11     | 0.03%             | 2034-10-24      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 3.25 02/12/32                                                                                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      600000 | PA      | $451098.18     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                               | ELP 2021-ELP A                                                                                                  | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840000 | PA      | $807576.50     | 0.04%             | 2038-11-15      | Floating      | 4.58%                 | Yes           | 2                  | On Loan: No      |
| Southwestern Energy Company                                                          | SWN 4.75 02/01/32                                                                                               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      120000 | PA      | $102781.80     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 4.5 01/15/30                                                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       32000 | PA      | $29945.52      | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0191                                                                                                       | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92939 | PA      | $79715.02      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Paraguay (Republic of)                                                               | PARGUY 3.849 06/28/33 144A                                                                                      | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      240000 | PA      | $211578.15     | 0.01%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0523                                                                                                       | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      376688 | PA      | $322636.40     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7883                                                                                                       | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      570958 | PA      | $526634.62     | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Russian Federation                                                                   | RFLB 7.25 05/10/34 6225                                                                                         | CUSIP: X5424XBV9<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    48570000 | PA      | $204158.64     | 0.01%             | 2034-05-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Russian Federation                                                                   | RFLB 6.9 05/23/29 6224                                                                                          | CUSIP: X5424XBW7<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   265037000 | PA      | $1114053.83    | 0.06%             | 2029-05-23      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Signature Aviation                                                                   | Signature Aviation Term Loan B 275 2028-04-06                                                                   | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      316575 | PA      | $311343.87     | 0.02%             | 2028-04-06      | Floating      | 2.92%                 | No            | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                            | NSLT 2021-A A2                                                                                                  | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111000 | PA      | $103798.76     | 0.01%             | 2062-04-20      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.545 11/08/32                                                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      590000 | PA      | $469470.78     | 0.02%             | 2032-11-08      | Fixed         | 2.54%                 | No            | 2                  | On Loan: —       |
| Venture Global Calcasieu Pass LLC                                                    | VENTGL 3.875 11/01/33 144A                                                                                      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $163749.00     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Virtu Financial                                                                      | Virtu Financial Term Loan B 300 2029-01-02                                                                      | CUSIP: 91820UAS9<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |      280000 | PA      | $273420.00     | 0.01%             | 2029-01-02      | Floating      | 3.26%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 2.9 02/10/29                                                                                                  | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $160007.00     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BU2599                                                                                                       | CUSIP: 3140M33H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185485 | PA      | $159091.92     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0584                                                                                                       | CUSIP: 3140XFUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94561 | PA      | $77878.27      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0605                                                                                                       | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01          | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0583                                                                                                       | CUSIP: 3140XFUH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94964 | PA      | $81336.47      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Russian Federation                                                                   | RFLB 8.15 02/03/27 6207                                                                                         | CUSIP: X54006AA3<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    87410000 | PA      | $367418.31     | 0.02%             | 2027-02-03      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7194                                                                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      113120 | PA      | $101932.39     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD0652                                                                                                       | CUSIP: 3133AWWM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      189583 | PA      | $154998.90     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Company                                                          | SWN 5.375 02/01/29                                                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9285.05       | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| American Transmission Systems, Incorporated                                          | FE 2.65 01/15/32 144A                                                                                           | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $214806.99     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 2.875 06/15/52                                                                                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $47389.38      | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners L P                                                         | CQP 4 03/01/31                                                                                                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      170000 | PA      | $144960.70     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7548                                                                                                       | CUSIP: 3132DVL52<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |     2110214 | PA      | $1819957.79    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4540                                                                                                       | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93849 | PA      | $79358.24      | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4364                                                                                                       | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172615 | PA      | $147464.41     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.52 11/03/32                                                                                                | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      860000 | PA      | $671461.72     | 0.03%             | 2032-11-03      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5138                                                                                                       | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       92352 | PA      | $78093.64      | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD0350                                                                                                       | CUSIP: 3133AWL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      188959 | PA      | $154488.17     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AerCap                                                                               | AerCap Term Loan B 200 2028-10-20                                                                               | CUSIP: G8057JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      680000 | PA      | $677960.00     | 0.03%             | 2028-10-20      | Floating      | 2.14%                 | No            | 2                  | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP2                                            | SREIT 2021-MFP2 A                                                                                               | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $433784.77     | 0.02%             | 2036-11-17      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3 12/02/41                                                                                                   | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $22893.67      | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM                                     | GSMS 2021-DM A                                                                                                  | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1570000 | PA      | $1519160.50    | 0.08%             | 2036-11-15      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| CSMC 2021-NQM8 TRUST                                                                 | CSMC 2021-NQM8 A1                                                                                               | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300581 | PA      | $256907.48     | 0.01%             | 2066-10-25      | Floating      | 1.84%                 | Yes           | 2                  | On Loan: No      |
| athenahealth                                                                         | athenahealth Term Loan B 350 2029-01-16                                                                         | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      895582 | PA      | $810823.68     | 0.04%             | 2029-01-16      | Floating      | 3.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0849                                                                                                       | CUSIP: 3132DM5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      188001 | PA      | $161266.31     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.972 02/04/33                                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      860000 | PA      | $697747.76     | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0551                                                                                                       | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187705 | PA      | $161012.67     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V3.35 03/02/33 MTN                                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $424032.57     | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3031                                                                                                       | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467128 | PA      | $397405.46     | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.615 03/15/28                                                                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111853.12     | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Russian Federation                                                                   | RFLB 7.05 01/19/28 6212                                                                                         | CUSIP: X5424XAK4<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   110471000 | PA      | $464352.68     | 0.02%             | 2028-01-19      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5134                                                                                                       | CUSIP: 3133KYV30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       18478 | PA      | $15165.41      | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                                           | MORGN 2020-6A A1R                                                                                               | CUSIP: 33835AAJ8<br>LEI: 549300KX0ZCDOS2UGJ09 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1072275.76    | 0.05%             | 2034-10-23      | Floating      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| HPS LOAN MANAGEMENT 2021-16 LTD                                                      | HLM 2021-16A A1                                                                                                 | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      640000 | PA      | $615997.12     | 0.03%             | 2035-01-23      | Floating      | 3.92%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3.1 12/02/51                                                                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $252100.71     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM                                     | GSMS 2021-DM AS                                                                                                 | CUSIP: 36265AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1370000 | PA      | $1320379.01    | 0.07%             | 2036-11-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 3.1 01/12/32                                                                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78881.41      | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                                              | ATHENA L 02/15/29 5                                                                                             | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      152174 | PA      | $137772.17     | 0.01%             | 2029-01-26      | Fixed         | 7.36%                 | No            | 2                  | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                              | MSAIC 2021-1A D                                                                                                 | CUSIP: 61947DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      317548 | PA      | $270198.02     | 0.01%             | 2046-12-20      | Fixed         | 3.71%                 | Yes           | 2                  | On Loan: No      |
| BCRED MML CLO 2022-1                                                                 | BXCMM 2022-1A A1                                                                                                | CUSIP: 072917AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $790836.45     | 0.04%             | 2035-04-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 4 01/15/32                                                                                                 | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25236.00      | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN5386                                                                                                       | CUSIP: 3138LH6Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19509 | PA      | $18311.34      | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH 5.25 12/01/26 144A                                                                                         | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $101305.20     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH 5.75 12/01/28 144A                                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $16000.00      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN AW9453                                                                                                       | CUSIP: 3138XZQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76448 | PA      | $71498.07      | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V2.871 11/22/32                                                                                            | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $338758.91     | 0.02%             | 2032-11-22      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| II-VI                                                                                | II-VI Term Loan B 275 2028-11-27                                                                                | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      510714 | PA      | $506628.58     | 0.03%             | 2028-11-27      | Floating      | 2.93%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.25 10/15/27                                                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37726.42      | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5145                                                                                                       | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       94106 | PA      | $79576.10      | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC5830                                                                                                       | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      451180 | PA      | $388558.73     | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QD4146                                                                                                       | CUSIP: 3133B1TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       88639 | PA      | $76122.21      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0582                                                                                                       | CUSIP: 3140XFUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95688 | PA      | $82079.96      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV3089                                                                                                       | CUSIP: 3140MGNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94213 | PA      | $80814.46      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 3.755 03/15/27 144A                                                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      140000 | PA      | $126593.87     | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Russian Federation                                                                   | RFLB 7.75 09/16/26 6219                                                                                         | CUSIP: X5424XBF4<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     9710000 | PA      | $40814.92      | 0.00%             | 2026-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| REESE PARK CLO LTD                                                                   | RESPK 2020-1A AR                                                                                                | CUSIP: 758465BA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1350000 | PA      | $1303881.03    | 0.06%             | 2034-10-16      | Floating      | 3.64%                 | Yes           | 2                  | On Loan: No      |
| Roche Holdings, Inc.                                                                 | ROSW 2.607 12/13/51 144A                                                                                        | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      820000 | PA      | $537184.84     | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9264                                                                                                       | CUSIP: 3140XDJJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      912713 | PA      | $768981.94     | 0.04%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FORTRESS CREDIT BSL X FRN                                                            | FORTRESS CREDIT BSL X FRN                                                                                       | CUSIP: 34962HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2190000 | PA      | $2137229.10    | 0.11%             | 2033-04-20      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.5 02/12/34                                                                                                | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1790000 | PA      | $1438823.39    | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0331                                                                                                       | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      373239 | PA      | $329677.40     | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CHTR 4.75 02/01/32 144A                                                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $625813.65     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: —       |
| STWD 2022-FL3 LTD                                                                    | STWD 2022-FL3 E                                                                                                 | CUSIP: 78485KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1210000 | PA      | $1134293.81    | 0.06%             | 2038-11-18      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| North Shore Long Island Jewish Health Care Inc.                                      | NSHRLI 6.15 11/01/43                                                                                            | CUSIP: 662352AB9<br>LEI: 549300LEV43PW876Z680 | Long             | DBT              | CORP              | US        |      375000 | PA      | $383897.46     | 0.02%             | 2043-11-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.25 04/01/24                                                                                                | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98287.23      | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                                | FN AS0860                                                                                                       | CUSIP: 3138W95W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1774 | PA      | $1746.58       | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sequoia Mtg Tr 6                                                                     | SEMT 6 A                                                                                                        | CUSIP: 81743XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72725 | PA      | $68920.13      | 0.00%             | 2027-04-19      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.375 08/15/25                                                                                            | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      275000 | PA      | $265748.49     | 0.01%             | 2025-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| Government National Mortgage Association                                             | GNR 2015-H14 FB                                                                                                 | CUSIP: 38376RCF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1102962 | PA      | $1096216.69    | 0.05%             | 2065-05-20      | Floating      | 3.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                            | MSBAM 2015-C27 ASB                                                                                              | CUSIP: 61690AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      444854 | PA      | $432676.18     | 0.02%             | 2047-12-17      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corporation                                                                | WHR 4.75 02/26/29                                                                                               | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      360000 | PA      | $351580.28     | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| Smithfield Foods, Inc.                                                               | SFD 5.2 04/01/29 144A                                                                                           | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91804.41      | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV4                                                         | UWM 2021-INV4 A3                                                                                                | CUSIP: 918307AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2031419 | PA      | $1633114.59    | 0.08%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.25 05/15/39                                                                                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4459150.40    | 0.22%             | 2039-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -100000 | PA      | $-90996.75     | -0.00%            | 2052-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 4.625 04/29/24 144A                                                                                      | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      658000 | PA      | $650577.47     | 0.03%             | 2024-04-29      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                         | WMB 3.9 01/15/25                                                                                                | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $292576.63     | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.125 08/15/44                                                                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4089750.00    | 0.20%             | 2044-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.3 11/20/26                                                                                                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72754.60      | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-H17 FL                                                                                                 | CUSIP: 38376REV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      255543 | PA      | $253749.29     | 0.01%             | 2065-06-20      | Floating      | 3.60%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.45 09/29/27                                                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      150000 | PA      | $143591.34     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN AM4306                                                                                                       | CUSIP: 36184QYB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      191184 | PA      | $178933.26     | 0.01%             | 2045-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3 02/27/27 144A                                                                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2200000 | PA      | $1956328.00    | 0.10%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GN 532750                                                                                                       | CUSIP: 36212FZP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          83 | PA      | $83.38         | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 545010                                                                                                       | CUSIP: 31385HN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11947 | PA      | $11908.90      | 0.00%             | 2036-05-01      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 594243                                                                                                       | CUSIP: 31387UEQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1192 | PA      | $1166.30       | 0.00%             | 2030-12-01      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V6.25 PERP X                                                                                                | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $288858.26     | 0.01%             | 2049-12-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC V6.5 PERP Z                                                                                                 | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148324.77     | 0.01%             | 2049-12-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| Morgan Stanley                                                                       | MS 3.95 04/23/27                                                                                                | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      398000 | PA      | $377113.79     | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4.125 05/11/35                                                                                           | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       30000 | PA      | $28048.51      | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ResLoC UK 2007-1 PLC                                                                 | RLOC 2007-1X A3A                                                                                                | CUSIP: G7521KAQ6<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-O            | CORP              | GB        |      672011 | PA      | $675174.64     | 0.03%             | 2043-12-15      | Floating      | 1.96%                 | Yes           | 2                  | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 4.5 10/01/25                                                                                                 | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $389835.34     | 0.02%             | 2025-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 3.15 12/14/25                                                                                                 | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62744.91      | 0.00%             | 2025-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                  | CMLP 5.625 05/01/27 144A                                                                                        | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186344.00     | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Funding 2019-Auburn 13 plc                                       | TPMF 2019-A13X A1                                                                                               | CUSIP: G8961DAA2<br>LEI: 635400HPLEYAA7LW8Q98 | Long             | ABS-O            | CORP              | GB        |     1343360 | PA      | $1601553.92    | 0.08%             | 2045-07-20      | Floating      |  | Yes           | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V3.261 05/22/30                                                                                          | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2100000 | PA      | $1825050.57    | 0.09%             | 2030-05-22      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| Southern California Gas Company                                                      | SRE 2.95 04/15/27                                                                                               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1942286.28    | 0.10%             | 2027-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A14237                                                                                                       | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1110 | PA      | $1132.51       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $5030671.88    | 0.25%             | 2052-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13200000 | PA      | $12720984.41   | 0.63%             | 2052-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                | IL CHITRN 6.9 12/01/2040                                                                                        | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |      290000 | PA      | $321940.47     | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                            | OH AMEPWR 8.08 02/15/2050                                                                                       | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      600000 | PA      | $773706.24     | 0.04%             | 2050-02-15      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| BTOPN CITIGROUP TO 04/0                                                              | BTOPN CITIGROUP TO 04/0                                                                                         | CUSIP: 77799DEC4<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   100200000 | PA      | $100200000.00  | 4.99%             | 2023-01-04      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| BTOPN J.P. MORG TO 03/0                                                              | BTOPN J.P. MORG TO 03/0                                                                                         | CUSIP: 77799DEC4<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   100300000 | PA      | $100300000.00  | 4.99%             | 2023-01-03      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 626250                                                                                                       | CUSIP: 31389HWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         701 | PA      | $682.89        | 0.00%             | 2033-02-01      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 1B0239                                                                                                       | CUSIP: 31336RZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         200 | PA      | $196.68        | 0.00%             | 2032-04-01      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FN 559822                                                                                                       | CUSIP: 31386C4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22076 | PA      | $21543.74      | 0.00%             | 2040-10-01      | Variable      | 3.09%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    61700000 | PA      | $57947455.98   | 2.88%             | 2052-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $84843.46      | 0.00%             | 2052-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 4.9 06/01/44                                                                                                | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       15000 | PA      | $11149.58      | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.7 10/23/24 GMTN                                                                                            | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      775000 | PA      | $757323.44     | 0.04%             | 2024-10-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| W. P. Carey Inc                                                                      | WPC 4 02/01/25                                                                                                  | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102467.06     | 0.01%             | 2025-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Turk Hava Yollari AO                                                                 | THYAO 4.2 03/15/27 144A                                                                                         | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | TR        |      886537 | PA      | $776980.14     | 0.04%             | 2028-09-15      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 4.75 05/15/46                                                                                                 | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64173.93      | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.65 05/20/35                                                                                              | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48944.08      | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 4.3 07/13/25                                                                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $291112.22     | 0.01%             | 2025-07-13      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 02/15/28                                                                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1318953.12    | 0.07%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.375 11/15/40                                                                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38700000 | PA      | $25371175.68   | 1.26%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| RIPON MORTGAGES PLC                                                                  | RIPON 1RA C                                                                                                     | CUSIP: BCC34TYH2<br>LEI: 213800MQYZ3GZ4HK1I88 | Long             | ABS-O            | CORP              | GB        |     3100000 | PA      | $3561763.45    | 0.18%             | 2056-08-28      | Floating      |  | Yes           | 2                  | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust                                                | MARM 2004-4 4A1                                                                                                 | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       44671 | PA      | $41707.39      | 0.00%             | 2034-05-25      | Floating      | 3.18%                 | No            | 2                  | On Loan: No      |
| Ludgate Funding PLC                                                                  | LGATE 2007-1 A2A                                                                                                | CUSIP: G571A3AW5<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |      497911 | PA      | $560014.06     | 0.03%             | 2061-01-01      | Floating      | 3.49%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.75 08/15/42                                                                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $486375.00     | 0.02%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G05421                                                                                                       | CUSIP: 3128M7LA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          19 | PA      | $19.12         | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.625 02/15/44                                                                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5700000 | PA      | $5270050.80    | 0.26%             | 2044-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                  | SUMIBK 4.436 04/02/24 144A                                                                                      | CUSIP: 86562MAA8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1050000 | PA      | $1032765.96    | 0.05%             | 2024-04-02      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corporation                                                          | BAC 4.2 08/26/24 MTN                                                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      905000 | PA      | $892056.52     | 0.04%             | 2024-08-26      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SLM Student Loan Trust                                                               | SLMA 2005-5 A4                                                                                                  | CUSIP: 78442GPQ3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |      139320 | PA      | $138629.22     | 0.01%             | 2028-10-25      | Floating      | 2.92%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.3 07/22/27 GMTN                                                                                           | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1593292.03    | 0.08%             | 2027-07-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 3.65 03/01/26                                                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43487.82      | 0.00%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3174                                                                                                       | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       87151 | PA      | $84014.64      | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.25 05/15/50                                                                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $435468.75     | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V2.222 09/18/24                                                                                              | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1739308.71    | 0.09%             | 2024-09-18      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 02/15/41                                                                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6800000 | PA      | $4845000.00    | 0.24%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| RIPON MORTGAGES PLC                                                                  | RIPON 1RA A                                                                                                     | CUSIP: BCC34TYF6<br>LEI: 213800MQYZ3GZ4HK1I88 | Long             | ABS-O            | CORP              | GB        |     3875155 | PA      | $4613504.03    | 0.23%             | 2056-08-28      | Floating      |  | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.375 02/15/42                                                                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2800000 | PA      | $2154523.45    | 0.11%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.25 05/15/42                                                                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6900000 | PA      | $6092484.38    | 0.30%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TSY. 0.625%                                                            | UNITED STATES TSY. 0.625%                                                                                       | CUSIP: 91282CEZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7800000 | PA      | $7342008.21    | 0.37%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Alba 2007 - 1 plc                                                                    | ALBA 2007-1 A3                                                                                                  | CUSIP: G021A3AA9<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-O            | CORP              | GB        |      453882 | PA      | $513885.15     | 0.03%             | 2039-03-17      | Floating      |  | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2005-A1 6T1                                                                                               | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10197 | PA      | $9352.34       | 0.00%             | 2035-02-25      | Floating      | 2.67%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Structured Prods Inc                                                    | BSSP 2007-R6 1A1                                                                                                | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235996 | PA      | $140680.55     | 0.01%             | 2036-01-26      | Floating      | 3.52%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.375 11/15/39                                                                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $209988.28     | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Higher Education                                                                     | HEF 2014-1 A                                                                                                    | CUSIP: 429827AY4<br>LEI: 635400EWI7RHQRLFJW85 | Long             | ABS-O            | CORP              | US        |      134438 | PA      | $134354.20     | 0.01%             | 2034-05-25      | Floating      | 4.05%                 | Yes           | 2                  | On Loan: No      |
| MISSISSIPPI HIGHER EDUCATION ASSISTANCE CORPORATION                                  | MHEAC 2014-1 A1                                                                                                 | CUSIP: 60535YAA1<br>LEI: 549300HWPV47979HMV21 | Long             | ABS-O            | CORP              | US        |      269822 | PA      | $265284.64     | 0.01%             | 2035-10-25      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 08/15/45                                                                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $568558.60     | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.875 02/15/26                                                                                              | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60505.58      | 0.00%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds GOVT PTFL                                                                                     | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1480317 | NS      | $1480317.13    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Qatar (State of)                                                                     | QATAR 5.103 04/23/48 REGS                                                                                       | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1000000 | PA      | $1007391.00    | 0.05%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.375 08/15/50                                                                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4900000 | PA      | $2752900.38    | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.625 11/15/50                                                                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9200000 | PA      | $5532578.15    | 0.28%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 1.7 11/15/23                                                                                                | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2129836.82    | 0.11%             | 2023-11-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                  | TMST 2005-1 A3                                                                                                  | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17982 | PA      | $16810.05      | 0.00%             | 2045-04-25      | Floating      | 2.41%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                               | CWALT 2006-OA11 A1B                                                                                             | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165360 | PA      | $152827.45     | 0.01%             | 2046-09-25      | Floating      | 3.23%                 | No            | 2                  | On Loan: No      |
| Saxon Asset Securities Trust                                                         | SAST 2004-1 M1                                                                                                  | CUSIP: 805564PN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81131 | PA      | $78541.30      | 0.00%             | 2035-03-25      | Floating      | 2.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   100808964 | PA      | $88716404.56   | 4.41%             | 2052-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.75 11/15/42                                                                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $565619.14     | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA1225                                                                                                       | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142680 | PA      | $137820.91     | 0.01%             | 2043-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| National Retail Properties, Inc.                                                     | NNN 3.9 06/15/24                                                                                                | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      255000 | PA      | $249176.64     | 0.01%             | 2024-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.375 05/15/44                                                                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $2844624.99    | 0.14%             | 2044-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 4.5 02/01/45                                                                                               | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      275000 | PA      | $245095.27     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Discover Financial Services                                                          | DFS 3.75 03/04/25                                                                                               | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      450000 | PA      | $431464.13     | 0.02%             | 2025-03-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.125 07/20/45                                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36490.22      | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 3.75 03/14/26                                                                                               | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      350000 | PA      | $340228.78     | 0.02%             | 2026-03-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3.75 12/01/25                                                                                               | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63333.65      | 0.00%             | 2025-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| United States Treasury Bonds                                                         | T 2.875 05/15/49                                                                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6200000 | PA      | $5036289.05    | 0.25%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2019-1A A2                                                                                                 | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1309500 | PA      | $1165034.13    | 0.06%             | 2049-10-25      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| UWM MORTGAGE TRUST                                                                   | UWM 2021-INV2 A9                                                                                                | CUSIP: 90354TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2072437 | PA      | $1900261.74    | 0.09%             | 2051-09-25      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                                     | JPMMT 2021-14 A11                                                                                               | CUSIP: 46653QBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2073289 | PA      | $1894459.31    | 0.09%             | 2052-05-25      | Floating      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| GA Global Funding Trust                                                              | GBLATL 1.25 12/08/23 144A                                                                                       | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2207685.96    | 0.11%             | 2023-12-08      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-INV1                                                 | JPMMT 2022-INV1 A3                                                                                              | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2029197 | PA      | $1703753.88    | 0.08%             | 2052-03-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BANK 2022-BNK40                                                                      | BANK 2022-BNK40 A4                                                                                              | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $1855742.39    | 0.09%             | 2064-03-17      | Floating      | 3.39%                 | No            | 2                  | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                | IL CHITRN 6.9 12/01/2040                                                                                        | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |      680000 | PA      | $754894.89     | 0.04%             | 2040-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $751532.15     | 0.04%             | 2052-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2007-30 FH                                                                                                  | CUSIP: 38375J3R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       50998 | PA      | $50635.78      | 0.00%             | 2037-05-20      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 05/15/43                                                                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $2633500.00    | 0.13%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.45 04/01/44                                                                                               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62335.16      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 4 04/01/25                                                                                                   | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195390.44     | 0.01%             | 2025-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| United States Treasury Bonds                                                         | T 3 11/15/44                                                                                                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3100000 | PA      | $2580386.73    | 0.13%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.8 12/05/34                                                                                               | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75360.96      | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 05/15/41                                                                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1700000 | PA      | $1288015.63    | 0.06%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Asian Development Bank                                                               | ASIA 6.55 01/26/25 GMTN                                                                                         | CUSIP: Y000A95N8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    34000000 | PA      | $1950104.81    | 0.10%             | 2025-01-26      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-1                                             | GCAR 2022-1A A                                                                                                  | CUSIP: 36263XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      973776 | PA      | $960453.31     | 0.05%             | 2025-08-15      | Fixed         | 1.98%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.125 03/15/27 144A                                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1918085.30    | 0.10%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                              | CURRENCY CONTRACT - AUD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97763 | NC      | $4978.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                              | CURRENCY CONTRACT - AUD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3752770 | NC      | $10201.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                              | CURRENCY CONTRACT - BRL                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3359675 | NC      | $8853.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                              | CURRENCY CONTRACT - BRL                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2896361 | NC      | $25656.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                              | CURRENCY CONTRACT - CAD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4412606 | NC      | $14902.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                              | CURRENCY CONTRACT - CHF                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1240097 | NC      | $10440.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                              | CURRENCY CONTRACT - CLP                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2050022 | NC      | $129721.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                              | CURRENCY CONTRACT - CNH                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1607188 | NC      | $17652.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                              | CURRENCY CONTRACT - EUR                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -410172 | NC      | $2281.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                              | CURRENCY CONTRACT - EUR                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -497654 | NC      | $38311.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                              | CURRENCY CONTRACT - GBP                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -774516 | NC      | $-13920.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                              | CURRENCY CONTRACT - IDR                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1938519 | NC      | $-9778.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                              | CURRENCY CONTRACT - JPY                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -891999 | NC      | $3012.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                              | CURRENCY CONTRACT - JPY                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1013951 | NC      | $93825.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                              | CURRENCY CONTRACT - JPY                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4428426 | NC      | $414071.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                              | CURRENCY CONTRACT - MXN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5065805 | NC      | $213499.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                              | CURRENCY CONTRACT - NOK                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2548990 | NC      | $-9028.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                              | CURRENCY CONTRACT - NOK                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -600392 | NC      | $12783.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                              | CURRENCY CONTRACT - PEN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -410697 | NC      | $12076.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -701000 | NC      | $-4561.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11221933 | NC      | $34253.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6557100 | NC      | $93638.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -21799914 | NC      | $-94644.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2092089 | NC      | $417.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1885404600 | NC      | $-257220.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15053240 | NC      | $-137240.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -92800000 | NC      | $-43425.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -217096 | NC      | $-2091.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -18476000 | NC      | $-33391.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7395000 | NC      | $-171836.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3415000 | NC      | $-14544.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -74681 | NC      | $-72.89        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -13112368 | NC      | $-7797.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15711165 | NC      | $-24725.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -849896 | NC      | $-55260.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -838429 | NC      | $-49288.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -145000000 | NC      | $-93250.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -89316976 | NC      | $-57530.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -28601065 | NC      | $-91426.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -103271504 | NC      | $-227995.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2220280 | NC      | $-23776.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -103271504 | NC      | $-235963.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1340000 | NC      | $-17313.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-373.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200000 | NC      | $-1636.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3775000 | NC      | $-198.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -267482250 | NC      | $-24785.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -499734 | NC      | $-39126.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1399497 | NC      | $-109573.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93815 | NC      | $-351.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2071047 | NC      | $40080.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4089358 | NC      | $26151.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12893757 | NC      | $10874.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24614 | NC      | $-322.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CURRENCY CONTRACT - USD                                                              | CURRENCY CONTRACT - USD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -862340 | NC      | $19107.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Monetary Market                                                        | FUT. 90DAY EURO CME MAR23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          67 | NC      | $15899937.50   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| International Monetary Market                                                        | FUT. 90DAY EURO CME DEC23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          19 | NC      | $4522475.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| International Monetary Market                                                        | FUT. 90DAY EURO CME SEP23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          37 | NC      | $8780562.50    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                          | FUT. CME 3MO SOFR JUN23                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $237600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                          | FUT. CME 3MO SOFR DEC23                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -538 | NC      | $-128407150.00 | -6.39%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                          | FUT. CME 3MO SOFR DEC23                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          61 | NC      | $14559175.00   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                          | FUT. CME 3MO SOFR DEC24                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         240 | NC      | $57996000.00   | 2.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                          | FUT. CME 3MO SOFR DEC25                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          58 | NC      | $14038900.00   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT MAR 23 EURO BUXL BND                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -7 | NC      | $-1013373.66   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT MAR 23 EURO BUXL BND                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -4 | NC      | $-579070.67    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT MAR 23 EUR FOAT                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | FR        |         -29 | NC      | $-3951780.51   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT MAR 23 EUR FOAT                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | FR        |          32 | NC      | $4360585.39    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | MAR 23 EUX MAR 23                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -17 | NC      | $-1982088.16   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT. EURX EUR-BUND MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -172 | NC      | $-24474727.48  | -1.22%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT. EURX EUR-BUND MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           1 | NC      | $142294.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT. EURX EUR-BUND MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          24 | NC      | $3415078.25    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. US 2YR T-NOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          79 | NC      | $16201171.88   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. US 2YR T-NOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          59 | NC      | $12099609.38   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. US 2YR T-NOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         231 | NC      | $47373046.88   | 2.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. YR T-NOTES MAR23                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -160 | NC      | $-17967500.00  | -0.89%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. YR T-NOTES MAR23                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -112 | NC      | $-12577250.00  | -0.63%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. U.S. T-BONDS MAR23                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -337 | NC      | $-42240843.75  | -2.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. U.S. T-BONDS MAR23                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          38 | NC      | $4763062.50    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT ULT TNOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          83 | NC      | $9817343.75    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT UL T-BONDS MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         164 | NC      | $22027250.00   | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT UL T-BONDS MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         178 | NC      | $23907625.00   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT 5Y T-NOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         417 | NC      | $45006679.69   | 2.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT 5Y T-NOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -31 | NC      | $-3345820.31   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT 5Y T-NOTE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1213 | NC      | $130918710.94  | 6.51%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                   | FUT. LIF LONG GILT MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          30 | NC      | $3623223.45    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Futures Exchange                                                               | FUT. OSE 10Y JGB MAR23                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -8 | NC      | $-8866808.89   | -0.44%            |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Futures Exchange                                                               | FUT. OSE 10Y JGB MAR23                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |         -23 | NC      | $-25492075.54  | -1.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT. EURX EUR-BOBL MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $-247809.19    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex                                                                                | FUT. EURX EUR-BOBL MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          26 | NC      | $3221519.48    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sydney Futures Exchange                                                              | FUT MAR 23 SFE 10Y T-BOND                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          73 | NC      | $5749605.51    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| SWO USD RCV 2.697 PAY SOF                                                            | SWO USD RCV 2.697 PAY SOF                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -5800000 | NC      | $-68961.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 2.697 PAY SOF                                                            | SWO USD RCV 2.697 PAY SOF                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         100 | NC      | $42820.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 3.65 PAY SOFR                                                            | SWO USD RCV 3.65 PAY SOFR                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -7900000 | NC      | $-61691.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 4.2325 PAY SO                                                            | SWO USD RCV 4.2325 PAY SO                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -6900000 | NC      | $-35865.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 4.715 PAY SOF                                                            | SWO USD RCV 4.715 PAY SOF                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -6900000 | NC      | $-20426.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                            | SWO USD RCV SOFR 1D PAY 2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -5800000 | NC      | $-15635.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                            | SWO USD RCV SOFR 1D PAY 2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -7900000 | NC      | $-5596.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                            | SWO USD RCV SOFR 1D PAY 2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         100 | NC      | $42820.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                            | SWO USD RCV SOFR 1D PAY 3                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6900000 | NC      | $56913.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 2.944 PAY SOF                                                            | SWO USD RCV 2.944 PAY SOF                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2800000 | NC      | $-166824.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 2.977 PAY SOF                                                            | SWO USD RCV 2.977 PAY SOF                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2810000 | NC      | $-162772.34    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 3.007 PAY SOF                                                            | SWO USD RCV 3.007 PAY SOF                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2810000 | NC      | $-158558.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV 3.02 PAY SOFR                                                            | SWO USD RCV 3.02 PAY SOFR                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2810000 | NC      | $-156697.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                            | SWO USD RCV SOFR 1D PAY 2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2810000 | NC      | $-67681.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                            | SWO USD RCV SOFR 1D PAY 2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2800000 | NC      | $-65036.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                            | SWO USD RCV SOFR 1D PAY 3                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2810000 | NC      | $-70269.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                            | SWO USD RCV SOFR 1D PAY 3                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2810000 | NC      | $-71640.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CALL FEB 23 CBT 5YCALL FE                                                            | CALL FEB 23 CBT 5YCALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -71 | NC      | $-2773.44      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 CBT 5YCALL FE                                                            | CALL FEB 23 CBT 5YCALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          68 | NC      | $20187.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 T-NOTECALL FE                                                            | CALL FEB 23 T-NOTECALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -16 | NC      | $-1750.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 T-NOTECALL FE                                                            | CALL FEB 23 T-NOTECALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -34 | NC      | $-1593.92      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 T-NOTECALL FE                                                            | CALL FEB 23 T-NOTECALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          83 | NC      | $25937.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 T-NOTECALL FE                                                            | CALL FEB 23 T-NOTECALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          50 | NC      | $10156.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 T-NOTECALL FE                                                            | CALL FEB 23 T-NOTECALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          56 | NC      | $47250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CALL FEB 23 T-NOTECALL FE                                                            | CALL FEB 23 T-NOTECALL FE                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -66 | NC      | $-5156.58      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CALL MAR 23 T-NOTECALL MA                                                            | CALL MAR 23 T-NOTECALL MA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -47 | NC      | $-47734.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PUT FEB 23 T-NOTE PUT FEB                                                            | PUT FEB 23 T-NOTE PUT FEB                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -34 | NC      | $-27093.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PUT FEB 23 T-NOTE PUT FEB                                                            | PUT FEB 23 T-NOTE PUT FEB                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -33 | NC      | $-43312.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PUT JAN 23 3M SOFRPUT JAN                                                            | PUT JAN 23 3M SOFRPUT JAN                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         231 | NC      | $30318.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PUT JAN 23 3M SOFRPUT JAN                                                            | PUT JAN 23 3M SOFRPUT JAN                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         237 | NC      | $85912.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3400000 | NC      | $12616.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3400000 | NC      | $14355.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3400000 | NC      | $14355.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3400000 | NC      | $12616.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3400000 | NC      | $14355.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3400000 | NC      | $12616.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YR USD-ISDA/2YR USD                                                            | CAP 10YR USD-ISDA/2YR USD                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     3350000 | NC      | $12430.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YSOFR-2YSOFR SL -0.                                                            | CAP 10YSOFR-2YSOFR SL -0.                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3400000 | NC      | $14280.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YSOFR-2YSOFR SL 0.1                                                            | CAP 10YSOFR-2YSOFR SL 0.1                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3350000 | NC      | $15510.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAP 10YSOFR-2YSOFR SL 0.1                                                            | CAP 10YSOFR-2YSOFR SL 0.1                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3400000 | NC      | $15980.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds LIQ ASET PORTF                                                                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     3933244 | NS      | $3933244.25    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds LIQ ASET PORTF                                                                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     4476752 | NS      | $4476752.31    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds LIQ ASET PORTF                                                                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    13428672 | NS      | $13428672.50   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds LIQ ASET PORTF                                                                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     6467720 | NS      | $6467720.00    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| META PLATFORMS INC                                                                   | META PLATFORMS INC 3.85% BDS 15/08/32   USD1000                                                                 | CUSIP: 30303M8H8<br>LEI: N/A                  | N/A              | DBT              | CORP              | US        |           0 | NS      | $0.00          | 0.00%             | 2032-08-15      | Fixed         | 3.85%                 | No            | N/A                | On Loan: —       |
| IRS_CCP ZAR RCV 9.5% PAY JIBAR3M 15-MAR-2033                                         | IRS_CCP ZAR RCV 9.5% PAY JIBAR3M 15-MAR-2033                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     6740000 | OU      | $6064.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027                                        | OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    26000000 | OU      | $-1013248.34   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.6065% PAY SOFR1D 15-AUG-2032                                       | OIS_CCP USD RCV 2.6065% PAY SOFR1D 15-AUG-2032                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    11600000 | OU      | $-923095.40    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP GBP RCV 4.605% PAY SONIA1D 18-OCT-2027                                       | OIS_CCP GBP RCV 4.605% PAY SONIA1D 18-OCT-2027                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    10210000 | OU      | $233572.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 2.65% PAY EURIB6M 09-SEP-2032                                        | IRS_CCP EUR RCV 2.65% PAY EURIB6M 09-SEP-2032                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6270000 | OU      | $-134199.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.8% 09-SEP-2052                                         | IRS_CCP EUR RCV EURIB6M PAY 1.8% 09-SEP-2052                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1330000 | OU      | $45392.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.35% 04-JUL-2029                                        | IRS_CCP EUR RCV EURIB6M PAY 2.35% 04-JUL-2029                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1270000 | OU      | $47048.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.72% PAY SOFR1D 11-AUG-2037                                         | OIS_CCP USD RCV 2.72% PAY SOFR1D 11-AUG-2037                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    25500000 | OU      | $-611706.49    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.17% 11-AUG-2052                                         | OIS_CCP USD RCV SOFR1D PAY 2.17% 11-AUG-2052                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    12320000 | OU      | $502176.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 1.051% PAY EURIB6M 11-AUG-2047                                       | IRS_CCP EUR RCV 1.051% PAY EURIB6M 11-AUG-2047                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     7550000 | OU      | $-111841.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 2.152% PAY EURIB6M 09-AUG-2037                                       | IRS_CCP EUR RCV 2.152% PAY EURIB6M 09-AUG-2037                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6040000 | OU      | $-194353.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.4515% 10-AUG-2042                                      | IRS_CCP EUR RCV EURIB6M PAY 1.4515% 10-AUG-2042                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    13700000 | OU      | $315812.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.08% 28-JUL-2047                                         | OIS_CCP USD RCV SOFR1D PAY 2.08% 28-JUL-2047                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6380000 | OU      | $81541.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.91% PAY SOFR1D 28-JUL-2037                                         | OIS_CCP USD RCV 2.91% PAY SOFR1D 28-JUL-2037                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8380000 | OU      | $-149385.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.68% 28-JUL-2032                                         | OIS_CCP USD RCV SOFR1D PAY 2.68% 28-JUL-2032                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3420000 | OU      | $84853.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 2.855% PAY EURIB6M 04-JUL-2037                                       | IRS_CCP EUR RCV 2.855% PAY EURIB6M 04-JUL-2037                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4680000 | OU      | $-68065.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.56% 06-JUL-2052                                        | IRS_CCP EUR RCV EURIB6M PAY 1.56% 06-JUL-2052                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3330000 | OU      | $41574.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.57% 04-JUN-2031                                         | OIS_CCP USD RCV SOFR1D PAY 2.57% 04-JUN-2031                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    24880000 | OU      | $274366.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.5% PAY SOFR1D 04-JUN-2029                                          | OIS_CCP USD RCV 2.5% PAY SOFR1D 04-JUN-2029                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     9430000 | OU      | $-121289.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.73% PAY SOFR1D 04-JUN-2033                                         | OIS_CCP USD RCV 2.73% PAY SOFR1D 04-JUN-2033                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    15800000 | OU      | $-161384.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 12.3% PAY BZDIO1D 02-JAN-2024                                        | OIS_CCP BRL RCV 12.3% PAY BZDIO1D 02-JAN-2024                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1293456 | OU      | $-1462.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 12.4% PAY BZDIO1D 02-JAN-2023                                        | OIS_CCP BRL RCV 12.4% PAY BZDIO1D 02-JAN-2023                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     3804163 | OU      | $4973.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 11.23% 04-JAN-2027                                       | OIS_CCP BRL RCV BZDIO1D PAY 11.23% 04-JAN-2027                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2307972 | OU      | $25148.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 9.2% PAY BZDIO1D 02-JAN-2024                                         | OIS_CCP BRL RCV 9.2% PAY BZDIO1D 02-JAN-2024                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6468748 | OU      | $-81605.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 5.8% 02-JAN-2023                                         | OIS_CCP BRL RCV BZDIO1D PAY 5.8% 02-JAN-2023                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |    10262470 | OU      | $118824.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 11.488% PAY BZDIO1D 02-JAN-2025                                      | OIS_CCP BRL RCV 11.488% PAY BZDIO1D 02-JAN-2025                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     3146431 | OU      | $-15583.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 12.795% 02-JAN-2024                                      | OIS_CCP BRL RCV BZDIO1D PAY 12.795% 02-JAN-2024                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     6874848 | OU      | $10258.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.24% 06-OCT-2035                                         | OIS_CCP USD RCV SOFR1D PAY 3.24% 06-OCT-2035                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5570000 | OU      | $40101.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 3.35% PAY SOFR1D 06-OCT-2027                                         | OIS_CCP USD RCV 3.35% PAY SOFR1D 06-OCT-2027                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    24640000 | OU      | $60244.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 3.9125% 18-OCT-2032                                      | OIS_CCP GBP RCV SONIA1D PAY 3.9125% 18-OCT-2032                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     7030000 | OU      | $-180447.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2033                                         | OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2033                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   400000000 | OU      | $116426.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.35% 09-SEP-2027                                        | IRS_CCP EUR RCV EURIB6M PAY 2.35% 09-SEP-2027                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4240000 | OU      | $96288.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP AUD RCV BBSW6M PAY 4% 15-MAR-2025                                            | IRS_CCP AUD RCV BBSW6M PAY 4% 15-MAR-2025                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    12940000 | OU      | $48626.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP CAD RCV 4% PAY CDOR3M 15-MAR-2025                                            | IRS_CCP CAD RCV 4% PAY CDOR3M 15-MAR-2025                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |    11380000 | OU      | $-56826.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 20-DEC-2037                                         | IRS_CCP EUR RCV EURIB6M PAY 2.5% 20-DEC-2037                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6050000 | OU      | $106132.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.25% 15-MAR-2028                                        | OIS_CCP JPY RCV TONAR1D PAY 0.25% 15-MAR-2028                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  3577170000 | OU      | $474274.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP AUD RCV 4.5% PAY BBSW6M 15-MAR-2033                                          | IRS_CCP AUD RCV 4.5% PAY BBSW6M 15-MAR-2033                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     7320000 | OU      | $-32021.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 20-DEC-2032                                         | IRS_CCP EUR RCV 2.5% PAY EURIB6M 20-DEC-2032                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     5340000 | OU      | $-147476.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP CAD RCV CDOR3M PAY 3.5% 15-MAR-2033                                          | IRS_CCP CAD RCV CDOR3M PAY 3.5% 15-MAR-2033                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     2150000 | OU      | $27419.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 3.75% PAY SOFR1D 15-MAR-2033                                         | OIS_CCP USD RCV 3.75% PAY SOFR1D 15-MAR-2033                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      260000 | OU      | $4689.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP MXN RCV 8.25% PAY TIIE28D 02-MAR-2033                                        | IRS_CCP MXN RCV 8.25% PAY TIIE28D 02-MAR-2033                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    11685000 | OU      | $-16378.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP MXN RCV TIIE28D PAY 9.25% 12-MAR-2025                                        | IRS_CCP MXN RCV TIIE28D PAY 9.25% 12-MAR-2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    57430000 | OU      | $16170.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 15-MAR-2028                                         | OIS_CCP GBP RCV 3.5% PAY SONIA1D 15-MAR-2028                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     2640000 | OU      | $-81816.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 3% 15-MAR-2033                                           | OIS_CCP GBP RCV SONIA1D PAY 3% 15-MAR-2033                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       80000 | OU      | $5812.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2033                                           | IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2033                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |     5670000 | OU      | $-6182.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032                                            | OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10100000 | OU      | $1315459.25    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2042                                         | OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2042                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  1190000000 | OU      | $1126621.80    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.8% 15-JUN-2052                                         | OIS_CCP JPY RCV TONAR1D PAY 0.8% 15-JUN-2052                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   250000000 | OU      | $250030.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.15% PAY SOFR1D 15-JUN-2027                                         | OIS_CCP USD RCV 2.15% PAY SOFR1D 15-JUN-2027                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    14700000 | OU      | $-1036479.21   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP USD RCV 1.27% PAY LIBOR3M 04-NOV-2023                                        | IRS_CCP USD RCV 1.27% PAY LIBOR3M 04-NOV-2023                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    19300000 | OU      | $-611894.73    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 12.2326% PAY BZDIO1D 02-JAN-2025                                     | OIS_CCP BRL RCV 12.2326% PAY BZDIO1D 02-JAN-2025                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    72980941 | OU      | $-210533.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027                                           | IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3600000 | OU      | $-345171.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 11.98% PAY BZDIO1D 04-JAN-2027                                       | OIS_CCP BRL RCV 11.98% PAY BZDIO1D 04-JAN-2027                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    44823382 | OU      | $-249307.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.662% 19-APR-2042                                       | OIS_CCP JPY RCV TONAR1D PAY 0.662% 19-APR-2042                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |    49000000 | OU      | $35913.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP PLN RCV 5.5% PAY WIBOR6M 15-MAR-2033                                         | IRS_CCP PLN RCV 5.5% PAY WIBOR6M 15-MAR-2033                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |     5725000 | OU      | $-57266.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 8.25% 15-MAR-2025                                        | IRS_CCP ZAR RCV JIBAR3M PAY 8.25% 15-MAR-2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    30400000 | OU      | $-12530.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP CNY RCV 2.5% PAY CNRR07D 15-MAR-2028                                         | IRS_CCP CNY RCV 2.5% PAY CNRR07D 15-MAR-2028                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     9790000 | OU      | $-19768.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2028                                           | IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2028                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2070000 | OU      | $27174.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2028                                         | IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2028                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    45260000 | OU      | $-56701.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2033                                         | IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2033                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    33190000 | OU      | $-70108.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 15-NOV-2034                                          | OIS_CCP USD RCV SOFR1D PAY 3.5% 15-NOV-2034                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7630000 | OU      | $-105757.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.3% 02-JAN-2025                                        | OIS_CCP BRL RCV BZDIO1D PAY 13.3% 02-JAN-2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3355039 | OU      | $-7265.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP BRL RCV 13.95% PAY BZDIO1D 02-JAN-2024                                       | OIS_CCP BRL RCV 13.95% PAY BZDIO1D 02-JAN-2024                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |    11180864 | OU      | $9970.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP KRW RCV 4.25% PAY KWCDC3M 15-MAR-2033                                        | IRS_CCP KRW RCV 4.25% PAY KWCDC3M 15-MAR-2033                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    92110000 | OU      | $4851.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 4.43% PAY SOFR1D 31-DEC-2024                                         | OIS_CCP USD RCV 4.43% PAY SOFR1D 31-DEC-2024                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    21620000 | OU      | $-4064.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP KRW RCV KWCDC3M PAY 4.5% 15-MAR-2025                                         | IRS_CCP KRW RCV KWCDC3M PAY 4.5% 15-MAR-2025                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   876770000 | OU      | $-10044.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP KRW RCV 4.5% PAY KWCDC3M 15-MAR-2028                                         | IRS_CCP KRW RCV 4.5% PAY KWCDC3M 15-MAR-2028                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2403200000 | OU      | $82020.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2033                                           | IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2033                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1780000 | OU      | $34884.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 3.388% PAY SOFR1D 15-NOV-2026                                        | OIS_CCP USD RCV 3.388% PAY SOFR1D 15-NOV-2026                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    34400000 | OU      | $79480.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.2% PAY SOFR1D 15-JUN-2024                                          | OIS_CCP USD RCV 2.2% PAY SOFR1D 15-JUN-2024                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    14700000 | OU      | $-571995.96    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.75% 20-MAR-2038                                        | OIS_CCP JPY RCV TONAR1D PAY 0.75% 20-MAR-2038                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   489200000 | OU      | $209116.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 3.3% PAY SOFR1D 21-DEC-2023                                          | OIS_CCP USD RCV 3.3% PAY SOFR1D 21-DEC-2023                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    18400000 | OU      | $-283727.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP EUR RCV 1.75% PAY EURIB6M 15-MAR-2033                                        | IRS_CCP EUR RCV 1.75% PAY EURIB6M 15-MAR-2033                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    32500000 | OU      | $-4325515.75   | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 2.85% PAY SOFR1D 29-AUG-2027                                         | OIS_CCP USD RCV 2.85% PAY SOFR1D 29-AUG-2027                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3200000 | OU      | $-131640.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4.27% 13-SEP-2024                                         | OIS_CCP USD RCV SOFR1D PAY 4.27% 13-SEP-2024                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1500000 | OU      | $1996.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP JPY RCV 0% PAY TONAR1D 17-MAR-2024                                           | OIS_CCP JPY RCV 0% PAY TONAR1D 17-MAR-2024                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   750000000 | OU      | $-7253.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048                                          | OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5978000 | OU      | $724291.43     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 1.63% 15-MAY-2047                                         | OIS_CCP USD RCV SOFR1O PAY 1.63% 15-MAY-2047                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6360000 | OU      | $1821121.07    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 0.56% 20-JUL-2045                                         | OIS_CCP USD RCV SOFR1D PAY 0.56% 20-JUL-2045                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5310000 | OU      | $2395531.58    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 1.72875% 15-FEB-2047                                      | OIS_CCP USD RCV SOFR1O PAY 1.72875% 15-FEB-2047                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4196000 | OU      | $1112315.08    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 1.52% 15-FEB-2047                                         | OIS_CCP USD RCV SOFR1O PAY 1.52% 15-FEB-2047                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3222000 | OU      | $969462.07     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 1.13% 15-AUG-2028                                         | OIS_CCP USD RCV SOFR1O PAY 1.13% 15-AUG-2028                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    13722000 | OU      | $1883654.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 1.22% 15-AUG-2028                                         | OIS_CCP USD RCV SOFR1O PAY 1.22% 15-AUG-2028                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5885000 | OU      | $779263.39     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.27% 30-APR-2029                                         | OIS_CCP USD RCV SOFR1D PAY 3.27% 30-APR-2029                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7817000 | OU      | $177552.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IRS_CCP MXN RCV 7.45% PAY TIIE28D 18-JUL-2029                                        | IRS_CCP MXN RCV 7.45% PAY TIIE28D 18-JUL-2029                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |   165770000 | OU      | $-545171.52    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 2.5% 21-APR-2052                                          | OIS_CCP USD RCV SOFR1O PAY 2.5% 21-APR-2052                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2560000 | OU      | $339559.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.85% 15-FEB-2029                                         | OIS_CCP USD RCV SOFR1D PAY 2.85% 15-FEB-2029                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6630000 | OU      | $296929.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.51% 15-FEB-2048                                         | OIS_CCP USD RCV SOFR1D PAY 2.51% 15-FEB-2048                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2751000 | OU      | $382482.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV 3.5% PAY SOFR1D 30-SEP-2024                                          | OIS_CCP USD RCV 3.5% PAY SOFR1D 30-SEP-2024                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6446000 | OU      | $-115915.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1O PAY 2% 18-MAR-2032                                            | OIS_CCP USD RCV SOFR1O PAY 2% 18-MAR-2032                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3959000 | OU      | $484336.89     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.85% 30-JUN-2029                                         | OIS_CCP USD RCV SOFR1D PAY 3.85% 30-JUN-2029                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    11465000 | OU      | $-131816.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP VERIZON COMMUNICATION 1% 20270620                                         | CDS_SN_CCP VERIZON COMMUNICATION 1% 20270620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1700000 | OU      | $-4911.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP AT&T INC 3.8% 02/15/2 1% 20230620                                         | CDS_SN_CCP AT&T INC 3.8% 02/15/2 1% 20230620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1500000 | OU      | $2289.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620                                         | CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2400000 | OU      | $-20066.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220                                         | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2600000 | OU      | $12181.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220                                         | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     2000000 | OU      | $-87265.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP STELLANTIS NV 5.25% 0 5% 20261220                                         | CDS_SN_CCP STELLANTIS NV 5.25% 0 5% 20261220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     1700000 | OU      | $231432.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.38 5% 20270620                                                  | CDS_IX_CCP CDX.NA.IG.38 5% 20270620                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    14850000 | OU      | $-306896.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620                                         | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2100000 | OU      | $13364.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620                                         | CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2800000 | OU      | $-2544.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20230620                                         | CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20230620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2200000 | OU      | $2995.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620                                         | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     2000000 | OU      | $-69054.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220                                         | CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2200000 | OU      | $234403.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.37 1% 20261220                                                  | CDS_IX_CCP CDX.NA.IG.37 1% 20261220                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     5100000 | OU      | $54492.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.39 1% 20271220                                                  | CDS_IX_CCP CDX.NA.IG.39 1% 20271220                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    48800000 | OU      | $-388936.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP PRUDENTIAL FINANCIAL 1% 20270620                                          | CDS_SN_CCP PRUDENTIAL FINANCIAL 1% 20270620                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1075000 | OU      | $9298.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP REPUBLIC OF CHILE 3.2 1% 20271220                                         | CDS_SN_CCP REPUBLIC OF CHILE 3.2 1% 20271220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1470000 | OU      | $-5787.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP REPUBLIC OF PERU 8.75 1% 20270620                                         | CDS_SN_CCP REPUBLIC OF PERU 8.75 1% 20270620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      120000 | OU      | $-528.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP REPUBLIC OF INDONESIA 1% 20271220                                         | CDS_SN_CCP REPUBLIC OF INDONESIA 1% 20271220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1470000 | OU      | $72.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.37 1% 20261220                                                  | CDS_IX_CCP CDX.NA.IG.37 1% 20261220                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     3400000 | OU      | $37512.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP BOEING CO 8.75% 08/15 1% 20240620                                         | CDS_SN_CCP BOEING CO 8.75% 08/15 1% 20240620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      475000 | OU      | $-7.36         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620                                         | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1100000 | OU      | $7000.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.36 1% 20260620                                                  | CDS_IX_CCP CDX.NA.IG.36 1% 20260620                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    21900000 | OU      | $266555.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.34 1% 20250620                                                  | CDS_IX_CCP CDX.NA.IG.34 1% 20250620                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    22475000 | OU      | $143505.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_SN_CCP REPUBLIC OF PERU 8.75 1% 20271220                                         | CDS_SN_CCP REPUBLIC OF PERU 8.75 1% 20271220                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      170000 | OU      | $-1542.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.39 1% 20271220                                                  | CDS_IX_CCP CDX.NA.IG.39 1% 20271220                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    36134000 | OU      | $287987.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.39 5% 20271220                                                  | CDS_IX_CCP CDX.NA.HY.39 5% 20271220                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1030000 | OU      | $-5998.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer