# EDGAR Filing Document

**Accession Number:** 0001696729
**File Stem:** 0000894189-25-015140
**Filing Date:** 2025-11
**Character Count:** 824064
**Document Hash:** 68b5fcecb776cf85d6bd9d6ec72f16eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-015140.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000894189-25-015140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PFM Multi-Manager Series Trust
- **CENTRAL INDEX KEY:** 0001696729

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23282
- **FILM NUMBER:** 251519108

**BUSINESS ADDRESS:**
- **STREET 1:** 213 MARKET STREET
- **CITY:** HARRISBURG
- **STATE:** PA
- **ZIP:** 17101
- **BUSINESS PHONE:** 215-567-6100

**MAIL ADDRESS:**
- **STREET 1:** 213 MARKET STREET
- **CITY:** HARRISBURG
- **STATE:** PA
- **ZIP:** 17101

## Series and Classes Contracts Data

### First American Multi-Manager Fixed-Income Fund (Series ID: S000059562)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000195101 | Institutional Class | FAFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PFM Multi-Manager Series Trust

- **b. Investment Company Act file number:** 811-23282

- **c. CIK number of Registrant:** 0001696729

- **d. LEI of Registrant:** 549300DFOM6D3CO0F144

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

  - **Street Address 1:** 213 Market Street

  - **City:** Harrisburg

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 17101

  - **Telephone number:** 1-800-527-5412

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

- **a. Name of Series:** First American Multi-Manager Fixed-Income Fund

- **b. EDGAR series identifier (if any):** S000059562

- **c. LEI of Series:** 54930080QOBHRQ56QV35

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1629870718.22

**Total Liabilities:** $21182118.40

**Net Assets:** $1608688599.82

**Delayed Delivery Securities:** $10329673.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2030.124437600000 | **1-Year:** -47849.969762400000 | **5-Year:** -147263.750691800000 | **10-Year:** -130585.561350600000 | **30-Year:** -66164.983717300000

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

- **3-Month:** -301.604335600000 | **1-Year:** -5045.450209000000 | **5-Year:** -9555.034606600000 | **10-Year:** -9699.599371300000 | **30-Year:** -4148.184332600000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195101 | -0.16%               | 1.14%                | 1.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1197995.52             | $-7128626.97                               |
| Month 2  | $781206.60               | $10685922.68                               |
| Month 3  | $66843.23                | $12351243.98                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                  | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $435772.86    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                   | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60460.38     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350786 | PA      | $244372.84    | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486305 | PA      | $470055.66    | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     64000 | PA      | $49511.70     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                 | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154291.11    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC              | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1008949.28   | 0.06%             | 2026-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    610000 | PA      | $623286.89    | 0.04%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A        | California Health Facilities Financing Authority                                | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    250000 | PA      | $230817.25    | 0.01%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                         | State of California                                                             | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    275000 | PA      | $323166.83    | 0.02%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                          | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261915.89    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98935.20     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT              | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200203.29    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60717.01     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS              | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529298.78    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                   | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1046518.48   | 0.07%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $512915.16    | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161794.49    | 0.01%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74897.96     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                   | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2262238.65   | 0.14%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU              | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $649092.73    | 0.04%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T        | EFMT 2023-1                                                                     | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149799.03    | 0.01%             | 2068-02-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FNB CORP                              | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147239.71    | 0.01%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44190 | PA      | $42189.27     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945352 | PA      | $855365.30    | 0.05%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 312946G59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70655 | PA      | $68903.52     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1037962 | PA      | $1022135.94   | 0.06%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3965039 | PA      | $3490597.34   | 0.22%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2387711 | PA      | $2379624.74   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3956703 | PA      | $3925979.31   | 0.24%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39489 | PA      | $39045.96     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi        | Freddie Mac Multiclass Certificates Series 2015-P001                            | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $917343.70    | 0.06%             | 2032-02-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1852721 | PA      | $1884013.58   | 0.12%             | 2055-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1722 | PA      | $1713.03      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559491 | PA      | $454306.32    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58617.10     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2018-2                                                  | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120006 | PA      | $110434.02    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1650156.34   | 0.10%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214834.87   | 0.08%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2023-HQA1                                         | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |    268000 | PA      | $282576.20    | 0.02%             | 2043-05-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2025-DNA2                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1281278.10   | 0.08%             | 2045-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524594 | PA      | $433867.44    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202760 | PA      | $181184.77    | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327890 | PA      | $292993.07    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375147 | PA      | $310144.29    | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5949044 | PA      | $5636208.01   | 0.35%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3168667 | PA      | $2894985.15   | 0.18%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2023-PJ1                                    | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267745 | PA      | $237386.19    | 0.01%             | 2053-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206128.55    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96552.75     | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1092932.59   | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532119 | PA      | $106364.60    | 0.01%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38382HVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637248 | PA      | $107381.00    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2587270 | PA      | $279496.06    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420857 | PA      | $76265.02     | 0.00%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384MGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336704 | PA      | $244460.20    | 0.02%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79691.07     | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                     | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1010173.37   | 0.06%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    658000 | PA      | $476241.24    | 0.03%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975200.78    | 0.06%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2020-B                                | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79597 | PA      | $76104.68     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                 | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1509405.68   | 0.09%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX 2025-NQM8 Trust                                                             | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   1282041 | PA      | $1290846.50   | 0.08%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147471.24    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY               | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112460.83    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62652 | PA      | $62599.25     | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1105700.02   | 0.07%             | 2036-09-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94640.95     | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88238.92     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70533.19     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    138000 | PA      | $110715.90    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    797000 | PA      | $595637.21    | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $133651.39    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                  | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    520000 | PA      | $475975.92    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1006431.98   | 0.06%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1012550.37   | 0.06%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.           | Regatta XXVIII Funding Ltd                                                      | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008574.00   | 0.19%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    196000 | PA      | $226049.89    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                        | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    149000 | PA      | $142352.02    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia International Bond                                                       | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    850000 | PA      | $885785.63    | 0.06%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1096326.25   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO LUCAS CNTY OH PUBLIC LI        | Toledo Lucas County Public Library                                              | CUSIP: 88928DAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $333613.05    | 0.02%             | 2033-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                 | Tote Shipholdings LLC                                                           | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    839000 | PA      | $741944.88    | 0.05%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2021-SJ2                                              | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272758 | PA      | $265486.99    | 0.02%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE               | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $180165.29    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                      | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    428000 | PA      | $381677.30    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT              | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    112000 | PA      | $100004.69    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324930.31    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S              | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    192000 | PA      | $194807.08    | 0.01%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24060 | PA      | $23988.05     | 0.00%             | 2051-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                 | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47564.55     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $179784.84    | 0.01%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8368000 | PA      | $8350021.85   | 0.52%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352727.03    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                        | Var Energi ASA                                                                  | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1250000 | PA      | $1299744.79   | 0.08%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375221.89    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                        | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1625417.48   | 0.10%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2024-SVEN                                 | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040705.20   | 0.06%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    111000 | PA      | $107251.76    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    391000 | PA      | $349152.65    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66356.72     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106502.75    | 0.01%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132533.67    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    435000 | PA      | $451991.40    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $422215.23    | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117684.67    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD            | Atlas Senior Loan Fund VII Ltd                                                  | CUSIP: 04941TAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501611.00   | 0.09%             | 2031-11-27      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   1000000 | PA      | $1004600.97   | 0.06%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                | Air Canada 2015-1 Class A Pass Through Trust                                    | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2630011 | PA      | $2590115.16   | 0.16%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust         | Alen 2021-ACEN Mortgage Trust                                                   | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $456875.00    | 0.03%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                   | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    197609 | PA      | $158169.27    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC               | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |   2000000 | PA      | $2065000.00   | 0.13%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                      | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $592197.00    | 0.04%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                     | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $994113.07    | 0.06%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK 2020-BNK29                                                                 | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493889 | PA      | $435896.96    | 0.03%             | 2053-11-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837738 | PA      | $813292.91    | 0.05%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-B20 Mortgage Trust                                               | CUSIP: 08162XBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1170829.01   | 0.07%             | 2053-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $510400.00    | 0.03%             | 2054-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B30 Mortgage Trust                                               | CUSIP: 08163KBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2646666.30   | 0.16%             | 2054-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund           | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  21211233 | NS      | $21211233.16  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61980.01     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    143000 | PA      | $105651.26    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    554000 | PA      | $553443.27    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166503.15    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                | OPEC Fund for International Development/The                                     | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1000599.65   | 0.06%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349929 | PA      | $346466.33    | 0.02%             | 2031-05-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    209000 | PA      | $161973.83    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176455.51    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $100566.68    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH            | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011134.80   | 0.06%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru        | SMB Private Education Loan Trust 2017-A                                         | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |   1926532 | PA      | $1907787.67   | 0.12%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103423.03    | 0.01%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $905020.02    | 0.06%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2023-1                                                   | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177292 | PA      | $171425.75    | 0.01%             | 2053-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $411016.34    | 0.03%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3325000 | PA      | $3316387.12   | 0.21%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66086 | PA      | $63836.04     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY              | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167786.43    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sunrun Julius Issuer                  | Sunrun Julius Issuer 2023-2 LLC                                                 | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221321 | PA      | $1229082.70   | 0.08%             | 2059-01-30      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                          | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981704.25    | 0.06%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1431860.08   | 0.09%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172817.62    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust 2024-A                                                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    963559 | PA      | $966479.65    | 0.06%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    217000 | PA      | $198867.89    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1701000 | PA      | $1757454.08   | 0.11%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1044420.07   | 0.06%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $210202.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                    | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $269163.33    | 0.02%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Summit Issuer, LLC                    | Summit Issuer LLC                                                               | CUSIP: 86613XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1610883.13   | 0.10%             | 2050-12-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                 | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893917 | PA      | $857100.11    | 0.05%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Neptune Issuer, LLC            | Sunrun Neptune Issuer 2024-1 LLC                                                | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473584 | PA      | $472179.96    | 0.03%             | 2055-02-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                           | Swedbank AB                                                                     | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    213000 | PA      | $207285.84    | 0.01%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     97000 | PA      | $82656.25     | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust 2023-5C23                                                  | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $2020150.87   | 0.13%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                        | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1364954.71   | 0.08%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                 | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    660000 | PA      | $657888.55    | 0.04%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOLEDO-LUCAS CNTY OH PORT AUTH        | Toledo-Lucas County Port Authority                                              | CUSIP: 889251JN5<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $977436.50    | 0.06%             | 2049-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                 | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866994 | PA      | $878845.81    | 0.05%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    625000 | PA      | $688446.25    | 0.04%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140337.85    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                       | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $602448.43    | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                    | UEP Penonome II SA                                                              | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    827331 | PA      | $738500.18    | 0.05%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    933000 | PA      | $1006240.50   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $595462.50    | 0.04%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77529.20     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    331000 | PA      | $339042.84    | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    177000 | PA      | $181803.07    | 0.01%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UNIV OF MINNESOTA MN                  | University of Minnesota                                                         | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $310622.30    | 0.02%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                  | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60554.86     | 0.00%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   2000000 | PA      | $2030540.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC            | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314669 | PA      | $305227.55    | 0.02%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199400.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                            | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $168109.70    | 0.01%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                   | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $264192.44    | 0.02%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485746 | PA      | $453344.57    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133B9MY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335993 | PA      | $321018.65    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315472 | PA      | $216923.50    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FWN22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815507 | PA      | $24619.02     | 0.00%             | 2050-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136360 | PA      | $127364.72    | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $430691.15    | 0.03%             | 2042-05-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48966.66     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $566463.48    | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD              | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156084.62    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2469721.78   | 0.15%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                       | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82285.44     | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPORTU        | Montgomery County Housing Opportunities Commission                              | CUSIP: 61335AAS4<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    500000 | PA      | $491726.10    | 0.03%             | 2044-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    222000 | PA      | $232433.29    | 0.01%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC               | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51137.65     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202500.00    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    125000 | PA      | $120798.33    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $894643.51    | 0.06%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $387729.79    | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $770791.64    | 0.05%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149495.04    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147088.28    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035856.00   | 0.06%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149202.47    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC            | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2040890.00   | 0.13%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd               | Barrow Hanley CLO I Ltd                                                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2453608.85   | 0.15%             | 2038-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     28000 | PA      | $19143.73     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT               | Air Canada 2015-2 Class AA Pass Through Trust                                   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    963911 | PA      | $944532.70    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND               | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1230874.76   | 0.08%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    571000 | PA      | $487278.58    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust 2021-2                                 | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78635 | PA      | $78245.21     | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust              | Angel Oak Mortgage Trust 2021-8                                                 | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $73296.88     | 0.00%             | 2066-11-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $402095.00    | 0.02%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73383.99     | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                      | Arab Energy Fund /The                                                           | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | SA        |   1200000 | PA      | $1166592.00   | 0.07%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                          | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30403.48     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190790.00    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                          | AutoZone Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47306.92     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $608725.44    | 0.04%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                         | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266450.75    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $951066.22    | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $246052.73    | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156899.28    | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                      | California Street CLO IX LP                                                     | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |   1840000 | PA      | $1842588.88   | 0.11%             | 2032-07-16      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54000 | PA      | $50122.97     | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21855000 | PA      | $22343322.66  | 1.39%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     97000 | PA      | $99053.67     | 0.01%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152937.58    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $323546.09    | 0.02%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS               | Capital Impact Partners                                                         | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018811.57   | 0.06%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD              | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $88347.98     | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit        | Bain Capital Credit CLO 2019-1                                                  | CUSIP: 05683VBA1<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3254650.75   | 0.20%             | 2034-04-19      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $93396.00     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance         | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600232.68    | 0.04%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1001298.85   | 0.06%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM              | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1061000 | PA      | $1100940.07   | 0.07%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                    | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $446347.68    | 0.03%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $64934.73     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR               | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018166.99   | 0.06%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75395.70     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152631.98    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $134832.80    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77221.58     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    178000 | PA      | $168741.12    | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                         | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300867.09    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50019.04     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP              | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    369000 | PA      | $385287.05    | 0.02%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R05                                    | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $123209.51    | 0.01%             | 2042-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                   | IRS PAY FIXED 4.699% 9/25/2026                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5283.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | US LONG BOND(CBT) Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        49 | NC      | $139421.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 19 Ltd                        | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3013533.00   | 0.19%             | 2038-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $4574426.44   | 0.28%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $1988859.58   | 0.12%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951166.60    | 0.06%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397502 | PA      | $344413.67    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253415 | PA      | $226700.78    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140441 | PA      | $136985.01    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178987.07    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                            | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1609059.20   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $194375.06    | 0.01%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA               | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350515 | PA      | $335718.54    | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R        | Arizona Industrial Development Authority                                        | CUSIP: 04052BRA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $587758.41    | 0.04%             | 2031-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54516.56     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC            | Uniti Fiber Abs Issuer Llc                                                      | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1486872.76   | 0.09%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3125049 | PA      | $2806697.26   | 0.17%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54406 | PA      | $52278.86     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                 | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78844.62     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                            | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131593.47    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91450 | PA      | $80796.65     | 0.01%             | 2066-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56701.06     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131841.98    | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY               | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $493524.14    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                 | BB Blue Financing DAC                                                           | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $979851.63    | 0.06%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442143 | PA      | $396709.15    | 0.02%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295604 | PA      | $1099582.48   | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48865.41     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63448.77     | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                          | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    214000 | PA      | $195466.53    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                          | Voya CLO 2019-3 Ltd                                                             | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2309575 | PA      | $2314212.62   | 0.14%             | 2032-10-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                   | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1033182.14   | 0.06%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     83000 | PA      | $87689.81     | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3836429 | PA      | $3105298.73   | 0.19%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2083683 | PA      | $2069589.17   | 0.13%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust          | WB Commercial Mortgage Trust 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500645.05    | 0.03%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI FUTURE ENERGY               | Abu Dhabi Future Energy Co Pjsc Masdar                                          | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1020417.28   | 0.06%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343109 | PA      | $350723.12    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    245000 | PA      | $205139.13    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                | Delta Air Lines 2020-1 Class A Pass Through Trust                               | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425334 | PA      | $1361831.16   | 0.08%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $241110.90    | 0.01%             | 2027-11-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    287000 | PA      | $288732.23    | 0.02%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORRIS CNTY NJ IMPT AUTH LEASE        | Morris County Improvement Authority                                             | CUSIP: 618027CK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $196220.92    | 0.01%             | 2026-06-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                 | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1805856.13   | 0.11%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514712.55    | 0.03%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1176624.49   | 0.07%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86831.97     | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71608.96     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135146.03    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118476.30    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                 | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60424.85     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                              | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    470000 | PA      | $392788.33    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95887.66     | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                      | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $94575.47     | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2023-5C1 Mortgage Trust                                                     | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1732750.97   | 0.11%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    362000 | PA      | $304978.08    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                             | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63924.30     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2022-C3 MORTGAGE TRUST                                                      | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1029654.00   | 0.06%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112877.11    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                             | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166115.45    | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $744462.66    | 0.05%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus        | BRAVO Residential Funding Trust 2024-CES1                                       | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    691301 | PA      | $699954.02    | 0.04%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORP                   | Bridge Housing Corp                                                             | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $468686.28    | 0.03%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                    | BMW US Capital LLC                                                              | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50069.26     | 0.00%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust 2022-AHP                                           | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1598000.00   | 0.10%             | 2039-01-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $492286.44    | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                 | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1526717.53   | 0.09%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386270.89    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    630000 | PA      | $688876.43    | 0.04%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377822 | PA      | $317725.73    | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH INDL DEVR        | New Hampshire Business Finance Authority                                        | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1750000.00   | 0.11%             | 2029-02-01      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                        | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281289.85    | 0.02%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1430000 | PA      | $1398200.59   | 0.09%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR              | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    114000 | PA      | $103150.96    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust 2019-MILE                          | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $785654.10    | 0.05%             | 2036-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1502986.21   | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52230.09     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                 | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007497.00   | 0.19%             | 2037-04-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI        | Bay Area Toll Authority                                                         | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158524.22    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $188859.45    | 0.01%             | 2062-03-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1190967.24   | 0.07%             | 2053-09-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1329406.35   | 0.08%             | 2054-12-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1946506.49   | 0.12%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur        | BHG Securitization Trust 2022-C                                                 | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774678 | PA      | $777052.24    | 0.05%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                            | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     96000 | PA      | $102936.35    | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC              | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    515000 | PA      | $450951.39    | 0.03%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1329374.91   | 0.08%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO               | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15929.63     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $873983.52    | 0.05%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC          | Business Jet Securities 2022-1 LLC                                              | CUSIP: 12327AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459645 | PA      | $456291.06    | 0.03%             | 2037-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC          | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1121790 | PA      | $1153020.18   | 0.07%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                 | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39476.34     | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $1036483.93   | 0.06%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                     | CDP Financial Inc                                                               | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $981144.52    | 0.06%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                   | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752313.50   | 0.11%             | 2034-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CFG Investments Limited               | CFG Investments Ltd                                                             | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1524492.00   | 0.09%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193441.09    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1878870 | PA      | $1822692.09   | 0.11%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138LYE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111306 | PA      | $105128.81    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126784.65    | 0.01%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus        | CSAIL 2018-C14 Commercial Mortgage Trust                                        | CUSIP: 12596GAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665234 | PA      | $656590.78    | 0.04%             | 2051-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WEQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56899 | PA      | $55781.38     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100655 | PA      | $86880.09     | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2013-LC13 Mortgage Trust                                                   | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486023 | PA      | $450440.98    | 0.03%             | 2046-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $342091.61    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1444780.56   | 0.09%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                    | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    268000 | PA      | $263383.67    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    745000 | PA      | $530325.18    | 0.03%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2669927.00   | 0.17%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67000 | PA      | $62990.47     | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $52562.66     | 0.00%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $284254.69    | 0.02%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417020.00    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57167.19     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                      | Carlisle Cos Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43527.08     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                   | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165501.21    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48832.92     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671680 | PA      | $597107.51    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331590 | PA      | $286844.83    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $63946.24     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC              | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209106.60    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57619.62     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $309705.72    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150878.63    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $408295.40    | 0.03%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS              | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83772.24     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC             | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    293421 | PA      | $297004.47    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU        | New Jersey Turnpike Authority                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    300000 | PA      | $362297.49    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 2YR NOTE (CBT) Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       116 | NC      | $20447.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64939.15     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2024549.75   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    730000 | PA      | $723334.82    | 0.04%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1000931.37   | 0.06%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    625000 | PA      | $677679.38    | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557063 | PA      | $509855.88    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481041 | PA      | $479585.35    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524715 | PA      | $538531.46    | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805199 | PA      | $815534.79    | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547711.90    | 0.03%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41107.24     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3749718 | PA      | $3786654.44   | 0.24%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923761 | PA      | $933399.80    | 0.06%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     62000 | PA      | $47833.09     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    173000 | PA      | $185033.98    | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                          | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $230262.41    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust         | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2050141.20   | 0.13%             | 2042-04-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                       | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150050.80    | 0.01%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    168000 | PA      | $105940.05    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF              | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $258190.68    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    228000 | PA      | $207368.89    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103739.33    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                   | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223667.60    | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    202000 | PA      | $205973.21    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     56000 | PA      | $41041.32     | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $568058.01    | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $56657.74     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    239000 | PA      | $245491.62    | 0.02%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137H9SN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773033 | PA      | $778292.95    | 0.05%             | 2052-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $831279.23    | 0.05%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC               | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $49442.55     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    809000 | PA      | $748708.81    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    729000 | PA      | $745758.04    | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $27957.18     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $70414.50     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    820000 | PA      | $811510.83    | 0.05%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                 | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281740.53    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC              | Colonial Enterprises Inc                                                        | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $475540.48    | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO               | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $227460.20    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137402.08    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79941.09     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2023-HQA3                                         | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $342811.43    | 0.02%             | 2043-11-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121052.83    | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG              | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $380886.97    | 0.02%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FMC CORP                              | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    585000 | PA      | $577617.18    | 0.04%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2511083.93   | 0.16%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317467.87    | 0.02%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548390 | PA      | $496187.88    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484273 | PA      | $445581.52    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $53361.95     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate         | CF 2020-P1 Mortgage Trust                                                       | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $789762.14    | 0.05%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31889.73     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                           | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996883.79    | 0.06%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51829.28     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                           | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46774.33     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                        | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207954.40    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust          | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $923702.08    | 0.06%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654568 | PA      | $579123.02    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4540057 | PA      | $3858101.21   | 0.24%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru        | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875398 | PA      | $883743.71    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $130888.60    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598201 | PA      | $506067.02    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6397829 | PA      | $5626146.33   | 0.35%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2550124 | PA      | $2532161.19   | 0.16%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16509 | PA      | $16365.09     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304807 | PA      | $297179.45    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452680 | PA      | $427908.62    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                  | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1215249.55   | 0.08%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $294058.07    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                 | Global SC Finance VII Srl                                                       | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    137763 | PA      | $131640.02    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24674 | PA      | $24237.87     | 0.00%             | 2048-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53162.40     | 0.00%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    265000 | PA      | $227263.33    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                 | Central American Bank for Economic Integration                                  | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | HN        |   1000000 | PA      | $1016060.30   | 0.06%             | 2028-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $34903.69     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                  | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71460.90     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                       | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88419.76     | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167419.27    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                       | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $205076.61    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus        | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1408319.81   | 0.09%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425330.48   | 0.09%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52867.51     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                      | Freddie Mac Strips                                                              | CUSIP: 3133Q3G96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326905 | PA      | $279425.16    | 0.02%             | 2053-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BNJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519661 | PA      | $58288.04     | 0.00%             | 2052-08-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158593.31    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6030.60      | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1A               | Delta Air Lines 2015-1 Class A Pass Through Trust                               | CUSIP: 24736YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314603 | PA      | $307500.95    | 0.02%             | 2027-07-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $176062.03    | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                          | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    701000 | PA      | $729493.08    | 0.05%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC              | Comision Federal de Electricidad                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $394124.28    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                    | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    181000 | PA      | $193640.20    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR               | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84961.49     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $543765.06    | 0.03%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159925.17    | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247884 | PA      | $211512.02    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438095 | PA      | $401649.15    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155791 | PA      | $145290.89    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X4QP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74631 | PA      | $70582.73     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377134 | PA      | $335155.70    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31416XWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154673 | PA      | $150784.36    | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167820 | PA      | $161630.30    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118971 | PA      | $114362.48    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                 | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77977.59     | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $112994.07    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161156 | PA      | $150050.52    | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329542 | PA      | $268312.08    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    117000 | PA      | $94450.50     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Digital Brige Issuer LLC              | DigitalBridge Issuer LLC                                                        | CUSIP: 25402JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $989443.04    | 0.06%             | 2051-09-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858920 | PA      | $802366.54    | 0.05%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106523.77    | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R01                                    | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1323000.00   | 0.08%             | 2042-12-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $144926.42    | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $74943.37     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $345733.41    | 0.02%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1851347.94   | 0.12%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                 | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725575.54    | 0.05%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $149882.56    | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911500.17    | 0.06%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-P3                                     | CUSIP: 29429CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546439 | PA      | $1538892.25   | 0.10%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36466 | PA      | $35844.86     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3131X9KV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16927 | PA      | $16625.46     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229996 | PA      | $206365.67    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2035995 | PA      | $1658118.86   | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363906 | PA      | $279922.84    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1543208 | PA      | $1186060.71   | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586265 | PA      | $571714.42    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3956575 | PA      | $4053557.81   | 0.25%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2981266 | PA      | $2958116.84   | 0.18%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC              | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70920.77     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58900.43     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206342.52    | 0.01%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1770000 | PA      | $1804532.20   | 0.11%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150469.16    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97416.77     | 0.01%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $391263.18    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R09                                    | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $261079.35    | 0.02%             | 2042-09-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                   | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $687721.35    | 0.04%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118121.77    | 0.01%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1010848.99   | 0.06%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    184000 | PA      | $160206.72    | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R06                                    | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $738778.11    | 0.05%             | 2043-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $304173.00    | 0.02%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8284127 | PA      | $7009613.36   | 0.44%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1626744 | PA      | $1317266.48   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72746.81     | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                           | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $716186.89    | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488874.58   | 0.09%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA5                                         | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $587048.42    | 0.04%             | 2042-06-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     67000 | PA      | $68742.92     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                     | USAA Capital Corp                                                               | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2290050.90   | 0.14%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R02                                    | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104375.00    | 0.01%             | 2043-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772850.19    | 0.05%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                   | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $608126.81    | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141943 | PA      | $130700.71    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29803 | PA      | $27767.39     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    882575 | PA      | $812600.82    | 0.05%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243709 | PA      | $226125.58    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCM GROSVENOR DIV LLC                 | GCM Grosvenor Diversified Alternatives Issuer LLC                               | CUSIP: 36831FAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $760532.57    | 0.05%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $121753.13    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $120773.44    | 0.01%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    840000 | PA      | $906644.61    | 0.06%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    299000 | PA      | $309431.81    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC              | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $216296.23    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu        | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223183 | PA      | $224344.62    | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41756.08     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing III LLC 2025-2                                          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $821014.79    | 0.05%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7576000 | PA      | $7537528.16   | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21335.16     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC              | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100852.42    | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT               | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77746.69     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                        | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $205304.26    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $978974.59    | 0.06%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA              | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   4075000 | PA      | $4112227.90   | 0.26%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                            | Federal National Mortgage Association                                           | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    260000 | PA      | $208417.70    | 0.01%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE               | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    144000 | PA      | $133559.88    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                      | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28699.49     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust 2022-NQM6                                          | CUSIP: 45276RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149415.12    | 0.01%             | 2067-10-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | SN               | CORP              | US        |   1000000 | PA      | $983168.00    | 0.06%             | 2028-03-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured P        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1983043.60   | 0.12%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MTGE CORP MU        | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 3137HASR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   9865000 | PA      | $1034424.17   | 0.06%             | 2037-09-25      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138A4XN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131185 | PA      | $125164.11    | 0.01%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137447 | PA      | $128819.33    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X8QQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819747 | PA      | $753652.74    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165671 | PA      | $149717.69    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56728 | PA      | $58095.51     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30190 | PA      | $31266.32     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69993 | PA      | $69412.37     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QCUH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70558 | PA      | $68841.35     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227926 | PA      | $212980.47    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266760 | PA      | $237174.64    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335328 | PA      | $257818.77    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372012 | PA      | $302038.82    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1139590.24   | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2021-LTV2                                            | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69798 | PA      | $59907.41     | 0.00%             | 2052-05-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XAND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280251 | PA      | $240497.12    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XQE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4938945 | PA      | $4290094.55   | 0.27%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9782 | PA      | $9732.71      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2565776 | PA      | $2088001.29   | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5273931 | PA      | $4995648.46   | 0.31%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3717136 | PA      | $3622963.45   | 0.23%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374071.92    | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1527309.59   | 0.09%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                   | Bank of Nova Scotia/The                                                         | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2625000 | PA      | $2617175.14   | 0.16%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | Carmax Auto Owner Trust 2021-4                                                  | CUSIP: 14317JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198623.70    | 0.01%             | 2027-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-7                                               | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119829 | PA      | $102684.89    | 0.01%             | 2052-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49428.51     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2817763 | PA      | $2578985.06   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1587651 | PA      | $1584074.84   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100522.19    | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                        | City of Los Angeles CA                                                          | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976399.40    | 0.06%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5903204 | PA      | $5576473.09   | 0.35%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727263 | PA      | $735807.55    | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3484153 | PA      | $3292933.83   | 0.20%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1597818 | PA      | $1592160.24   | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160633.15   | 0.07%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                   | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      8000 | PA      | $7906.46      | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust        | Mariner Finance Issuance Trust 2025-A                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $636919.23    | 0.04%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57228.57     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53476.76     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                            | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96294.15     | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195082.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                   | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168777.70    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504076 | PA      | $1497432.11   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                 | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51285 | PA      | $44381.11     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50927.91     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                           | AltaGas Ltd                                                                     | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   2225000 | PA      | $2301568.93   | 0.14%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $570073.64    | 0.04%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T        | EFMT 2024-CES1                                                                  | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783221 | PA      | $790953.28    | 0.05%             | 2060-01-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    447000 | PA      | $456651.94    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                            | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    935000 | PA      | $727396.88    | 0.05%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                   | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $112172.22    | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                  | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1331743.34   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1401381 | PA      | $1395912.44   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302854 | PA      | $295243.64    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $727602.48    | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                     | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60467.17     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1694360 | PA      | $1627834.92   | 0.10%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    741590 | PA      | $682149.42    | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1110000 | PA      | $1100897.48   | 0.07%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                       | ExteNet Issuer LLC                                                              | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $755028.30    | 0.05%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJRD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76624 | PA      | $71501.78     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49226 | PA      | $47323.93     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91299.03     | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55224.71     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC              | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153535.93    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education         | Pennsylvania Higher Education Assistance Agency                                 | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196590 | PA      | $194146.18    | 0.01%             | 2070-05-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1358560 | PA      | $1326525.11   | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2382815 | PA      | $2324407.16   | 0.14%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1170995 | PA      | $1184610.33   | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59976 | PA      | $59249.69     | 0.00%             | 2034-06-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102067.59    | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    231000 | PA      | $237696.18    | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267210 | PA      | $267276.96    | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179YDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2718760 | PA      | $2443341.04   | 0.15%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust 2021-3                                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244519 | PA      | $241826.68    | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53455.92     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105301 | PA      | $100628.27    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi        | Freddie Mac Multiclass Certificates Series 2024-P016                            | CUSIP: 3137HDJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1009925.00   | 0.06%             | 2033-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2917456 | PA      | $2833760.82   | 0.18%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae I Pool                                                               | CUSIP: 3617N64Z9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147439 | PA      | $131946.38    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                        | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014083.20   | 0.06%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58059 | PA      | $58402.09     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva        | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97433.04     | 0.01%             | 2034-06-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                           | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113576.46    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $593613.19    | 0.04%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $504695.09    | 0.03%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39943.05     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145017.71    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33317 | PA      | $28892.20     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268955 | PA      | $247287.30    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                 | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $191645.82    | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                        | Apidos CLO XVIII-R                                                              | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508620.00   | 0.16%             | 2038-01-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $1815443.25   | 0.11%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84160.83     | 0.01%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    211000 | PA      | $135192.92    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     85000 | PA      | $54248.79     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383ABJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121277 | PA      | $58.15        | 0.00%             | 2050-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    427648 | PA      | $10997.00     | 0.00%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                 | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67662.15     | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173053.98    | 0.01%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                 | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35266.94     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                 | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20423.72     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2312963.95   | 0.14%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                               | TCW CLO 2019-2 Ltd                                                              | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3257250.75   | 0.20%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                  | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99680.05     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY              | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    210000 | PA      | $144675.93    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    143000 | PA      | $139661.12    | 0.01%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | Athene Global Funding                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131849.79    | 0.01%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust 2023-A                                                   | CUSIP: 88167PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139076 | PA      | $139200.64    | 0.01%             | 2027-07-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust 2023-B                                                   | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221647 | PA      | $222030.74    | 0.01%             | 2026-09-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust          | Tesla Electric Vehicle Trust 2023-1                                             | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1211468.28   | 0.08%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                    | Tikehau US CLO IV Ltd                                                           | CUSIP: 88675CAA0<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1502805.00   | 0.09%             | 2034-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4161.05      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2024-CES3                                             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407593 | PA      | $416007.25    | 0.03%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1461213 | PA      | $1501136.84   | 0.09%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7519585 | PA      | $7604623.34   | 0.47%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA              | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76897.58     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                     | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1679405.51   | 0.10%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                   | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19761.28     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                      | Arab Energy Fund /The                                                           | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $1040035.22   | 0.06%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65403 | PA      | $64644.81     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33503 | PA      | $33898.25     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO               | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    368000 | PA      | $375519.21    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158396.01    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET              | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $522687.85    | 0.03%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2018-C10                                          | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290085 | PA      | $1283665.10   | 0.08%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                            | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $956258.63    | 0.06%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5740000 | PA      | $3755664.09   | 0.23%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2322240 | PA      | $2342369.24   | 0.15%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93099.64     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41278 | PA      | $40799.26     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155380 | PA      | $149353.53    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD            | Atlas Senior Loan Fund X Ltd                                                    | CUSIP: 04942JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2252817.00   | 0.14%             | 2031-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                            | ATLX 2024-RPL1 Trust                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542507 | PA      | $526257.92    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    106000 | PA      | $93826.73     | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2021-12                                                 | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135973 | PA      | $109928.49    | 0.01%             | 2051-11-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6475000 | PA      | $6543796.88   | 0.41%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4631000 | PA      | $4645471.88   | 0.29%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAH84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119880 | PA      | $111961.01    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7824 | PA      | $7618.89      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237000 | PA      | $242480.63    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $150029.69    | 0.01%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384DK63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355019 | PA      | $279837.77    | 0.02%             | 2053-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    166000 | PA      | $113563.26    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165338 | PA      | $149417.29    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103318 | PA      | $96328.37     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53500 | PA      | $52835.60     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532613 | PA      | $409400.62    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                        | AutoNation Inc                                                                  | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50636.45     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD              | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $1020666.25   | 0.06%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1063666 | PA      | $1004280.16   | 0.06%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256969 | PA      | $217640.55    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG              | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995289.08    | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759138 | PA      | $797300.73    | 0.05%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673887 | PA      | $586620.29    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490542 | PA      | $1259618.08   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1583000 | PA      | $1572240.54   | 0.10%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23958.39     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                            | BFLD 2024-WRHS Mortgage Trust                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926997 | PA      | $926997.04    | 0.06%             | 2026-08-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43343.88     | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597553 | PA      | $526406.99    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3580921 | PA      | $3489826.24   | 0.22%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    280000 | PA      | $276789.28    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                           | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72096.92     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1101434.04   | 0.07%             | 2054-04-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC               | Blue Stream Issuer LLC                                                          | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1308501.74   | 0.08%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207142.67    | 0.01%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    544000 | PA      | $535700.27    | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    249000 | PA      | $174790.54    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    374000 | PA      | $345203.83    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                 | Low Income Investment Fund                                                      | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984721.07    | 0.06%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61462.34     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION              | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    355000 | PA      | $313632.17    | 0.02%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    570000 | PA      | $368305.82    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding 2023-I Ltd                                                         | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4251861.50   | 0.26%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding 2018-II Ltd                                                        | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3257933.25   | 0.20%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                            | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338265 | PA      | $309927.88    | 0.02%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust        | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $324442.46    | 0.02%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    267000 | PA      | $284731.65    | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1568357.82   | 0.10%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $127215.28    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99669.07     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1349220.22   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                        | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142640.31    | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HNA 2015 LLC                          | HNA 2015 LLC                                                                    | CUSIP: 40426UAB1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    113154 | PA      | $110042.38    | 0.01%             | 2027-09-18      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122843.41    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218802.08    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | Bank of Montreal                                                                | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1059709.00   | 0.07%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644046 | PA      | $641898.13    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156655.09    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                | Cox Communications Inc                                                          | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105127.62    | 0.01%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB SA                | Credit Agricole Corporate & Investment Bank SA                                  | CUSIP: 22534W5E4<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $996749.70    | 0.06%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $174192.16    | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95934.87     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                     | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133483.18    | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66943.64     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85873.49     | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1091876.26   | 0.07%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105461.27    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440181 | PA      | $338429.39    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5410471 | PA      | $4394473.71   | 0.27%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP               | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142965.21    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                 | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69205.24     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     56000 | PA      | $41223.41     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56439.10     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21025 | PA      | $20858.09     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87088.65     | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939454.25    | 0.06%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $654133.94    | 0.04%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435751 | PA      | $440021.56    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007929 | PA      | $952610.89    | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2356052 | PA      | $2296360.83   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955212 | PA      | $952026.41    | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $804425.49    | 0.05%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                      | Freddie Mac Strips                                                              | CUSIP: 3142G5QF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1244379 | PA      | $273491.23    | 0.02%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                    | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257925.86    | 0.02%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406966.84    | 0.03%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                 | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $363403.67    | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-HQA3                                         | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $141321.79    | 0.01%             | 2042-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56446.39     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71397.98     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19540 | PA      | $19390.53     | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108501 | PA      | $107469.48    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1378199 | PA      | $1232582.01   | 0.08%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236024 | PA      | $199497.95    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $917113.72    | 0.06%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding        | Golub Capital Partners ABS Funding 2020-1 Ltd                                   | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    242430 | PA      | $242144.48    | 0.02%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99349.43     | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    500000 | PA      | $501865.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3541696 | PA      | $3588433.31   | 0.22%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500679 | PA      | $1465988.36   | 0.09%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134597 | PA      | $122344.42    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140E8KV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178293 | PA      | $167614.92    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1861694 | PA      | $1897766.95   | 0.12%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617Q8CQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192981 | PA      | $172826.08    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67387 | PA      | $63165.37     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J9G21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15783 | PA      | $15621.09     | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617Q8CR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275811 | PA      | $246834.92    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115459 | PA      | $109432.61    | 0.01%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958175 | PA      | $916754.66    | 0.06%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2022-PJ5                                    | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233280 | PA      | $200099.07    | 0.01%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108454.66    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                      | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139804.44    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    137000 | PA      | $122272.32    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445860 | PA      | $8464.57      | 0.00%             | 2052-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210409.48    | 0.01%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI               | City & County of Honolulu HI                                                    | CUSIP: 438687D44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1169114.05   | 0.07%             | 2032-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160915.66    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1000000 | PA      | $752150.00    | 0.05%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu        | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498878 | PA      | $500769.00    | 0.03%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                      | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101380.73    | 0.01%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                       | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    268000 | PA      | $273708.99    | 0.02%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                    | MCR 2024-TWA Mortgage Trust                                                     | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014265.10   | 0.06%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2124899.84   | 0.13%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2018-9                                                 | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1148 | PA      | $1072.10      | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616570 | PA      | $616566.73    | 0.04%             | 2055-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1250000 | PA      | $1316571.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP               | Korea National Oil Corp                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $208508.27    | 0.01%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP               | Korea National Oil Corp                                                         | CUSIP: 50065WAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200576.20    | 0.01%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2455940.38   | 0.15%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76107.95     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119883.21    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3799 | PA      | $3579.81      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132698 | PA      | $129391.01    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                            | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135572.86    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154834.60    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    280000 | PA      | $278406.80    | 0.02%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1021601.57   | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    292000 | PA      | $304300.64    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51426.08     | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2719610.72   | 0.17%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108190.95    | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2021-5                           | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130279 | PA      | $107203.38    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2021-6                           | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103073 | PA      | $92204.33     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133433.94    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP             | Maryland Economic Development Corp                                              | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    915000 | PA      | $886418.61    | 0.06%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2022-3                                                  | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714722 | PA      | $701810.12    | 0.04%             | 2053-06-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333501 | PA      | $293360.92    | 0.02%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127865.47    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                        | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890674.83    | 0.06%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                 | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    116632 | PA      | $116663.35    | 0.01%             | 2031-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust         | MTN Commercial Mortgage Trust 2022-LPFL                                         | CUSIP: 62475WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1089616.54   | 0.07%             | 2039-03-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| MATHER FOUNDATION                     | Mather Foundation                                                               | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893929.09    | 0.06%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $672690.27    | 0.04%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116336.57    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                   | NBM US Holdings Inc                                                             | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809998.18    | 0.05%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD        | Monroe Capital ABS Funding 2021-1 Ltd                                           | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    912520 | PA      | $905361.58    | 0.06%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194788.88    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI              | National Community Renaissance of California                                    | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879287.33    | 0.05%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE          | New Hampshire Business Finance Authority                                        | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $741458.85    | 0.05%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318610.06    | 0.02%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83579.74     | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust 2019-MILE                          | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $498046.80    | 0.03%             | 2036-07-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                 | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1019200.37   | 0.06%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2042376 | PA      | $1975762.37   | 0.12%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34541.78     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2303797.58   | 0.14%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40818.36     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                              | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     93000 | PA      | $99059.80     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70761.22     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1069323.68   | 0.07%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    123000 | PA      | $124260.95    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129853.93    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO              | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    426000 | PA      | $463095.53    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2021-5                                                      | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180939 | PA      | $144899.76    | 0.01%             | 2051-11-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                | Star Energy Geothermal Wayang Windu Ltd                                         | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    342250 | PA      | $353800.94    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust         | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2170440.79   | 0.13%             | 2042-07-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX 2025-NQM13 Trust                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   1154015 | PA      | $1163812.34   | 0.07%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2174395.54   | 0.14%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70298.19     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                      | Ocean Trails CLO V                                                              | CUSIP: 67515EAR7<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |    451901 | PA      | $452096.11    | 0.03%             | 2031-10-13      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                   | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3640436.76   | 0.23%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                            | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    442000 | PA      | $325312.63    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC        | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855824 | PA      | $792622.73    | 0.05%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                 | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3547000 | PA      | $3266734.86   | 0.20%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C              | Pacific Life Insurance Co                                                       | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132270.77    | 0.01%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93543.15     | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    499000 | PA      | $494510.50    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                     | Trustees of Dartmouth College                                                   | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007091.23   | 0.06%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8055000 | PA      | $6766829.26   | 0.42%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    167000 | PA      | $161841.57    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                 | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982104.58   | 0.12%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32000 | PA      | $31735.00     | 0.00%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72000 | PA      | $74033.44     | 0.00%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                  | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $330906.40    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PORT LIONS AK REVENUE                 | City of Port Lions AK                                                           | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1579371.97   | 0.10%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $159581.25    | 0.01%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    104000 | PA      | $104625.62    | 0.01%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR              | President and Fellows of Harvard College                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $120381.28    | 0.01%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                | Private Export Funding Corp                                                     | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1007607.84   | 0.06%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $149043.46    | 0.01%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23596.20     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761487.14    | 0.05%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49455.55     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    113000 | PA      | $89282.24     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust 2013-C13                                        | CUSIP: 92937UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174436 | PA      | $160044.75    | 0.01%             | 2045-05-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                          | QatarEnergy                                                                     | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $179996.00    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    118000 | PA      | $103573.56    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1166061.02   | 0.07%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING              | LTR Intermediate Holdings Inc                                                   | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |    964824 | PA      | $959999.84    | 0.06%             | 2028-05-08      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136351.86    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1979088.80   | 0.12%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                    | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2638540.26   | 0.16%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                           | RAD CLO 23 Ltd                                                                  | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510145.00   | 0.16%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119856.20    | 0.01%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Renew Financial                       | Renew 2018-1                                                                    | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    121506 | PA      | $114504.80    | 0.01%             | 2053-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $416299.88    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45192.71     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv        | EnFin Residential Solar Receivables Trust 2024-2                                | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918022 | PA      | $878683.13    | 0.05%             | 2055-09-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $658284.27    | 0.04%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     63205 | PA      | $66461.89     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY          | City & County of San Francisco CA                                               | CUSIP: 79773KPV0<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2542981.50   | 0.16%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC              | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42833.16     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $519571.93    | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA FING AUTH LEASE RE        | San Jose Financing Authority                                                    | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $488486.80    | 0.03%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1532306.10   | 0.10%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-4                                   | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $616340.34    | 0.04%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2020-1                                                   | CUSIP: 81748MCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206019 | PA      | $164279.15    | 0.01%             | 2050-02-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2021-4                                                   | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74048 | PA      | $61356.30     | 0.00%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                     | USAA Capital Corp                                                               | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155434.69    | 0.01%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    304000 | PA      | $292706.87    | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1045000 | PA      | $1027202.34   | 0.06%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    104000 | PA      | $104650.00    | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2755000 | PA      | $2584319.15   | 0.16%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $931210.94    | 0.06%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    212000 | PA      | $197085.47    | 0.01%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55761.48     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    460000 | PA      | $473209.90    | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $126225.59    | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $124863.28    | 0.01%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $65733.79     | 0.00%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    315000 | PA      | $320069.53    | 0.02%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9D90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127609 | PA      | $124259.82    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3131XVXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122560 | PA      | $113335.44    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5255000 | PA      | $5237757.03   | 0.33%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    113000 | PA      | $86737.20     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24660.31     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     89000 | PA      | $87622.33     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96102.82     | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39046.54     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2021-2 Trust                             | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272334 | PA      | $224441.84    | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    836000 | PA      | $648976.19    | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2644 | PA      | $2577.39      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUJ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115902 | PA      | $107674.44    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31335B3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145705 | PA      | $137510.73    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201761 | PA      | $22578.79     | 0.00%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91308 | PA      | $90249.55     | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9099996 | PA      | $8868501.81   | 0.55%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                      | Lseg US Fin Corp                                                                | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610620.67    | 0.04%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $316944.56    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120191.23    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.               | Loanpal Solar Loan 2021-2 Ltd                                                   | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295809 | PA      | $240661.94    | 0.01%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    357000 | PA      | $362166.63    | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                         | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152316.13    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                   | Affirm Master Trust                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1206912.12   | 0.08%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                        | City of Los Angeles CA                                                          | CUSIP: 544351LY3<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    315000 | PA      | $275911.18    | 0.02%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100760.29    | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC              | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161748.78    | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC              | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $234260.39    | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2235544 | PA      | $2285906.34   | 0.14%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS              | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019992.14   | 0.06%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust        | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1674409.09   | 0.10%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82048.64     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI              | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $177931.35    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    650000 | PA      | $562253.28    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5733779 | PA      | $5419597.05   | 0.34%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1818874 | PA      | $1844663.43   | 0.11%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY              | Minnesota Housing Finance Agency                                                | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    750000 | PA      | $755750.48    | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust 2018-L1                                          | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2490463.50   | 0.15%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                      | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135039.53    | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD            | Atlas Senior Loan Fund XI Ltd                                                   | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |    144632 | PA      | $144665.93    | 0.01%             | 2031-07-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2178188 | PA      | $2204119.09   | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529892 | PA      | $541899.30    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    403000 | PA      | $398758.88    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185470.77    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50068.36     | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                             | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    441185 | PA      | $438547.28    | 0.03%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                            | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105953 | PA      | $1070472.13   | 0.07%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $42007.48     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040511 | PA      | $1051367.97   | 0.07%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96644 | PA      | $94354.25     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                         | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    191000 | PA      | $115102.14    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC        | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1306761.30   | 0.08%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     16897 | PA      | $16949.61     | 0.00%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76547 | PA      | $72622.01     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44668 | PA      | $42901.52     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105423 | PA      | $95391.63     | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63753 | PA      | $57832.19     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505417 | PA      | $483549.95    | 0.03%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80198 | PA      | $74445.55     | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82490 | PA      | $76574.13     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152765 | PA      | $137099.69    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277110 | PA      | $264326.35    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96022.74     | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK               | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1141799.93   | 0.07%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)              | Nature Conservancy/The                                                          | CUSIP: 63902HAM1<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271956.72    | 0.02%             | 2029-07-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85572.78     | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1230774.30   | 0.08%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1865017 | PA      | $1710433.14   | 0.11%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87731 | PA      | $78349.94     | 0.00%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138ETZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170996 | PA      | $164453.78    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89831 | PA      | $81208.15     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group PLC                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1125755.00   | 0.07%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37763 | PA      | $37301.31     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117307 | PA      | $108771.40    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116896 | PA      | $107648.12    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJ5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93509 | PA      | $89471.06     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496404.25    | 0.03%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304998 | PA      | $303725.05    | 0.02%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141779 | PA      | $141186.63    | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $713076.40    | 0.04%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56277 | PA      | $55303.21     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33473 | PA      | $33671.23     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2061120 | PA      | $2007600.40   | 0.12%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ7                                    | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343034 | PA      | $282279.12    | 0.02%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust 2022-PJ4                               | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80343 | PA      | $68969.46     | 0.00%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva        | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $524848.00    | 0.03%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                   | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47654.83     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                   | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49418.76     | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $698558.81    | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92655.39     | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381AE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1693909 | PA      | $47307.33     | 0.00%             | 2048-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381XUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444633 | PA      | $9646.94      | 0.00%             | 2049-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383PNA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    908310 | PA      | $21631.69     | 0.00%             | 2052-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305068 | PA      | $7675.51      | 0.00%             | 2052-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190787 | PA      | $4492.72      | 0.00%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383UT59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5210210 | PA      | $274984.99    | 0.02%             | 2052-10-20      | Floating      | 0.51%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $146656.84    | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154493 | PA      | $150631.15    | 0.01%             | 2029-09-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2025-HE2                                             | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-MBS          | CORP              | US        |    823487 | PA      | $824138.31    | 0.05%             | 2055-11-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss        | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1148973.96   | 0.07%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                   | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179609.11    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust 2014-C24                             | CUSIP: 46643GAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $358129.28    | 0.02%             | 2047-11-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071000 | PA      | $1061094.86   | 0.07%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-6                                               | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044889 | PA      | $896972.00    | 0.06%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                     | Jamestown CLO IX Ltd                                                            | CUSIP: 47048JBF9<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001755.00   | 0.19%             | 2034-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY               | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $475749.07    | 0.03%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61952.36     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1043357.62   | 0.06%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160570.78    | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                   | NatWest Markets PLC                                                             | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $205540.67    | 0.01%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PRSVN OF AFFORD HOUSING               | Preservation Of Affordable Housing Inc                                          | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947100.30    | 0.06%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE            | Public Finance Authority                                                        | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    550000 | PA      | $562159.35    | 0.03%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA               | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1012609.42   | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO              | Northwest Natural Gas Co                                                        | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $631172.15    | 0.04%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE              | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64545.22     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                    | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269781.20    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd               | Regatta VII Funding Ltd                                                         | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499625.00   | 0.09%             | 2034-06-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879301.67    | 0.05%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86698.28     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1466962.56   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga        | UBS-Barclays Commercial Mortgage Trust 2013-C5                                  | CUSIP: 90270YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $178873.31    | 0.01%             | 2046-03-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46319.06     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $36323.28     | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $2834384.75   | 0.18%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     81000 | PA      | $58999.90     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust            | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $854356.00    | 0.05%             | 2055-02-17      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214421.47    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    599000 | PA      | $543750.99    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI              | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    900000 | PA      | $922437.90    | 0.06%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178976.83    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1113728.31   | 0.07%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                     | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275858.50    | 0.02%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    474000 | PA      | $406827.92    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2018-B4 Mortgage Trust                                                | CUSIP: 08161HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497546.15    | 0.03%             | 2051-07-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur        | BHG Securitization Trust 2023-B                                                 | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481623 | PA      | $504113.49    | 0.03%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                        | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40313.29     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    252000 | PA      | $254271.80    | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $213468.11    | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust 2021-3                                                  | CUSIP: 14317DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $189743.06    | 0.01%             | 2027-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC            | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205839 | PA      | $196711.71    | 0.01%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    143000 | PA      | $145490.11    | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                       | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58265.06     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36351.56     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     81000 | PA      | $76881.18     | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT              | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $210881.08    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust         | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7875000 | PA      | $76233.94     | 0.00%             | 2042-04-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                    | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037643.84   | 0.06%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                    | RWE Finance US LLC                                                              | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154131.74    | 0.01%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                  | BlueMountain CLO XXXI Ltd                                                       | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001932.00   | 0.19%             | 2034-04-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $431250.52    | 0.03%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42661.56     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1155605.31   | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE              | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $322761.09    | 0.02%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                  | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    299000 | PA      | $307053.68    | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170987.19    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG              | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189563.59    | 0.01%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2181254.25   | 0.14%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48843.69     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                       | Zayo Issuer LLC                                                                 | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $964669.94    | 0.06%             | 2055-06-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                            | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    675000 | PA      | $613798.50    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1331598.72   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82313.41     | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                    | Boston Gas Co                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $437734.05    | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    194000 | PA      | $167842.13    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AECOM                                 | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30671.70     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147372.72    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                 | BB Blue Financing DAC                                                           | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $973671.79    | 0.06%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    556000 | PA      | $572727.73    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L        | CMFT Net Lease Master Issuer LLC                                                | CUSIP: 12575AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394262 | PA      | $2056857.35   | 0.13%             | 2051-07-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                          | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499050.00   | 0.16%             | 2038-03-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $1009580.22   | 0.06%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US ULTRA BOND CBT Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       129 | NC      | $247233.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92802 | PA      | $89645.79     | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101014.79    | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98950.69     | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | Bank of Montreal                                                                | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2544335.00   | 0.16%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2986534.80   | 0.19%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151462.64    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    294000 | PA      | $295368.08    | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $621579.19    | 0.04%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R05                                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1194562.50   | 0.07%             | 2043-06-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015215.28   | 0.06%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr        | Credit Acceptance Auto Loan Trust 2023-5                                        | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1035016.80   | 0.06%             | 2034-04-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CRSO TR 2023-BRND A      20400712 FLT | CRSO TR 2023-BRND A      20400712 FLT                                           | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1041538.30   | 0.06%             | 2040-07-12      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110767.93    | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                      | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    382000 | PA      | $330207.41    | 0.02%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                           | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    252000 | PA      | $258912.88    | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260881.27    | 0.02%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319729 | PA      | $302420.94    | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                 | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25891.61     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                  | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117192.59    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    252000 | PA      | $196995.51    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297505 | PA      | $37578.82     | 0.00%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356093 | PA      | $256274.04    | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $296730.09    | 0.02%             | 2027-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91964.78     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC              | Comision Federal de Electricidad                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1019739.00   | 0.06%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C              | Community Preservation Corp/The                                                 | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929897.56    | 0.06%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                       | Cogent Ipv4 LLC                                                                 | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2285967.64   | 0.14%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173307.38    | 0.01%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BFR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3319107 | PA      | $2806505.12   | 0.17%             | 2051-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                 | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216910.14    | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2140070.10   | 0.13%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2821000 | PA      | $2837048.10   | 0.18%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                      | Continental Wind LLC                                                            | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846145 | PA      | $866822.27    | 0.05%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY               | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255575.93    | 0.02%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLUMBUS OH MET HSG AUTH GEN R        | Columbus Metropolitan Housing Authority                                         | CUSIP: 19951AAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504062.05    | 0.03%             | 2030-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                    | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23747.38     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CORNING INC                           | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66548.63     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1315222.35   | 0.08%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST GREEN BANK             | Connecticut Green Bank                                                          | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $883004.40    | 0.05%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    950000 | PA      | $905601.70    | 0.06%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92478.57     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                  | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40315.90     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    625000 | PA      | $556977.53    | 0.03%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr        | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $521562.13    | 0.03%             | 2034-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209525.86    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi        | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $515463.20    | 0.03%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    935000 | PA      | $929253.37    | 0.06%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150212.21    | 0.01%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284094.25   | 0.08%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62064.99     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP               | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140147.11    | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30810 | PA      | $30466.54     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust 2016-3                                                       | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82566 | PA      | $76829.21     | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                        | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89500.60     | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29955 | PA      | $27912.41     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62669 | PA      | $55301.16     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1007421 | PA      | $925483.88    | 0.06%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354635 | PA      | $317811.52    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA              | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     88000 | PA      | $87615.44     | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122544.08    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                   | Hotwire Funding LLC                                                             | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1533613.05   | 0.10%             | 2054-06-20      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                           | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $823017.57    | 0.05%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114286 | PA      | $113059.63    | 0.01%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA              | Export Development Canada                                                       | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1807911.27   | 0.11%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145309.16    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2021-6                           | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120970 | PA      | $99435.06     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329564 | PA      | $224972.22    | 0.01%             | 2052-06-20      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447776 | PA      | $357835.17    | 0.02%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                    | F&G Global Funding                                                              | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165865.51    | 0.01%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138ERCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128233 | PA      | $130755.41    | 0.01%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89517.03     | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Issuance Trust 2025-B                                                   | CUSIP: 68378QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2119708.29   | 0.13%             | 2033-05-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP               | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71883.82     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244372 | PA      | $8002.90      | 0.00%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31417DSW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172756 | PA      | $162988.60    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18903 | PA      | $18407.72     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297316 | PA      | $8313.15      | 0.00%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360110 | PA      | $352360.00    | 0.02%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359537 | PA      | $68401.83     | 0.00%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219970.93    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1676385.88   | 0.10%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445879.20    | 0.03%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-8                                                 | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100581 | PA      | $82774.76     | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2024-7                                                 | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285192 | PA      | $244627.49    | 0.02%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120585.50    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67875.90     | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156544 | PA      | $141650.31    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33630 | PA      | $32175.30     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    796000 | PA      | $755308.34    | 0.05%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2549711.13   | 0.16%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31677 | PA      | $31374.83     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TQR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97525 | PA      | $96778.45     | 0.01%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190408 | PA      | $181262.94    | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3187509 | PA      | $2752879.80   | 0.17%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1983677 | PA      | $1819051.61   | 0.11%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48865 | PA      | $45058.98     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P        | San Francisco City & County Public Utilities Commission Wastewater Revenue      | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1420473.04   | 0.09%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SAN LUIS OBISPO CNTY CA FING A        | San Luis Obispo County Financing Authority                                      | CUSIP: 798693BV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $519534.85    | 0.03%             | 2040-09-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2015-2                                                   | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7884 | PA      | $7259.37      | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57946.70     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY              | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123924.77    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                  | Sunrun Athena Issuer 2018-1 LLC                                                 | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    194505 | PA      | $188336.93    | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                      | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96204.61     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178976.37    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2025-CES6                                                   | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1149582 | PA      | $1159640.94   | 0.07%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519249 | PA      | $533643.07    | 0.03%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194509.14    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd           | Texas Debt Capital CLO 2025-I Ltd                                               | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501155.00   | 0.16%             | 2038-04-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| THIRAX 2 LLC                          | Thirax 2 LLC                                                                    | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    736348 | PA      | $674287.21    | 0.04%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV               | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $56843.34     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $406908.91    | 0.03%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $486326.67    | 0.03%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    885000 | PA      | $886503.31    | 0.06%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    303000 | PA      | $307066.24    | 0.02%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413618 | PA      | $341948.35    | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376781 | PA      | $336659.67    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834VV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $55061.36     | 0.00%             | 2050-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II              | Wynnton Funding Trust II                                                        | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2771421.40   | 0.17%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $574408.18    | 0.04%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457376.25    | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55523.69     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    285000 | PA      | $263729.56    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    184000 | PA      | $191821.23    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    301000 | PA      | $298991.06    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    625000 | PA      | $611790.44    | 0.04%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                   | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $799536.16    | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93067 | PA      | $87599.37     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219914 | PA      | $193680.96    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387963 | PA      | $1176294.48   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                            | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1265000 | PA      | $1105838.94   | 0.07%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627215 | PA      | $488548.32    | 0.03%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330656 | PA      | $315723.77    | 0.02%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2535210.65   | 0.16%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270389.67    | 0.02%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478168 | PA      | $72003.79     | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137H8JY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655860 | PA      | $451538.12    | 0.03%             | 2052-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2083987.00   | 0.13%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QPDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648391 | PA      | $631405.07    | 0.04%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2248659 | PA      | $2274457.25   | 0.14%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6221515 | PA      | $6288796.98   | 0.39%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67187 | PA      | $68806.55     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94856 | PA      | $95055.83     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup COmmercial Mortgage Trust 2018-C6                                     | CUSIP: 17327GAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $826244.88    | 0.05%             | 2051-11-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93278.54     | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L              | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $516676.50    | 0.03%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86700 | PA      | $84773.82     | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58517 | PA      | $55762.08     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159519 | PA      | $157622.55    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418856 | PA      | $398573.91    | 0.02%             | 2050-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC               | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103233.82    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                    | First Horizon Corp                                                              | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116318.57    | 0.01%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2095579.48   | 0.13%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                 | Global SC Finance VII Srl                                                       | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    520835 | PA      | $499196.03    | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi        | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309984.72    | 0.02%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    509000 | PA      | $570283.06    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89670.98     | 0.01%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532693.53    | 0.03%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP MORGAN MORTGAGE TRUST 2018-5                                                 | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26932 | PA      | $24201.25     | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-7                                                 | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214172 | PA      | $176256.36    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-8                                                 | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152447 | PA      | $120283.04    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Trust 2015-1                                                          | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32219 | PA      | $31727.49     | 0.00%             | 2044-12-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1915952.25   | 0.12%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30122 | PA      | $27221.72     | 0.00%             | 2050-06-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                     | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $601655.56    | 0.04%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                     | Kentucky Power Co                                                               | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    215000 | PA      | $235485.64    | 0.01%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                | Lendmark Funding Trust 2024-1                                                   | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2029783.20   | 0.13%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2018-8                                                 | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3163 | PA      | $2947.74      | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                            | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105501.37    | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2266415 | PA      | $2070131.46   | 0.13%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617Q8CS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195183 | PA      | $174618.62    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA ENERGY AUTH           | Philadelphia Energy Authority/The                                               | CUSIP: 71780UAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500528.60    | 0.03%             | 2025-11-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1203952.33   | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR              | President and Fellows of Harvard College                                        | CUSIP: 740816AD5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $223259.84    | 0.01%             | 2038-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL               | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $102785.38    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    314000 | PA      | $193410.96    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC             | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1029938 | PA      | $926181.22    | 0.06%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                 | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     87000 | PA      | $87087.00     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992397.00    | 0.06%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                   | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62156.92     | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $89511.83     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2355216.33   | 0.15%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO               | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    930000 | PA      | $919812.72    | 0.06%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    860000 | PA      | $936430.17    | 0.06%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91906.53     | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60411.64     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ10                                   | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171343 | PA      | $140996.21    | 0.01%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136176 | PA      | $115580.86    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383TWK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553193 | PA      | $45469.21     | 0.00%             | 2052-07-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383UCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4367424 | PA      | $104426.42    | 0.01%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1056605.33   | 0.07%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101868.99    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                          | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202828.23    | 0.01%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP               | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59695.48     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-HQA2                                         | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $100011.00    | 0.01%             | 2042-07-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168158 | PA      | $159535.94    | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42833 | PA      | $39881.47     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119731 | PA      | $114959.98    | 0.01%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust 2020-1                                                       | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    343172 | PA      | $299765.33    | 0.02%             | 2057-09-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MBY4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $936443.79    | 0.06%             | 2029-09-25      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $337148.66    | 0.02%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    383000 | PA      | $357277.43    | 0.02%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                        | Galaxy XXV CLO Ltd                                                              | CUSIP: 36319XBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5302665.90   | 0.33%             | 2036-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2022-1                                | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703423 | PA      | $633207.25    | 0.04%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2650000 | PA      | $2703824.15   | 0.17%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust            | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $885332.52    | 0.06%             | 2034-08-05      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $324335.41    | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT              | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76236.53     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                  | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    363000 | PA      | $370222.22    | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC               | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $575779.13    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    662000 | PA      | $593761.21    | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53475.60     | 0.00%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE           | Indiana Finance Authority                                                       | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    215000 | PA      | $157731.07    | 0.01%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $819385.94    | 0.05%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    187000 | PA      | $138120.95    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81028.07     | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80267.09     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-5                                               | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114730 | PA      | $90263.73     | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2023-1                                               | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106198 | PA      | $104802.91    | 0.01%             | 2053-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84635.67     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2051486.72   | 0.13%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2151000 | PA      | $2229902.98   | 0.14%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-4                                                 | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111351 | PA      | $90461.99     | 0.01%             | 2051-08-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-10                                                | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75473 | PA      | $62106.16     | 0.00%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2021-15                                              | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665399 | PA      | $545097.21    | 0.03%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2022-3                                                 | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352315 | PA      | $302202.47    | 0.02%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2022-2                                                 | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77590 | PA      | $66605.82     | 0.00%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235771 | PA      | $202235.56    | 0.01%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP               | Japan Bank for International Cooperation                                        | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011032.44   | 0.06%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEYCORP                               | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138616.97    | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                   | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $968887.04    | 0.06%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    154000 | PA      | $128156.92    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                     | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107360.87    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $947917.24    | 0.06%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG              | New York Life Global Funding                                                    | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998553.82    | 0.06%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                              | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2173725.40   | 0.14%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &         | New York State Energy Research & Development Authority                          | CUSIP: 64985VBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $617618.94    | 0.04%             | 2040-04-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                               | NGC 2024-I Ltd                                                                  | CUSIP: 652927AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3007650.00   | 0.19%             | 2037-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                 | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94479.61     | 0.01%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                            | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118537.08    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115099 | PA      | $92982.80     | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-LTV2                                            | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235919 | PA      | $208871.38    | 0.01%             | 2052-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                      | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    107000 | PA      | $98525.60     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                      | ReadyCap Lending Small Business Loan Trust 2019-2                               | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35265 | PA      | $35241.51     | 0.00%             | 2044-12-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                     | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1198776.46   | 0.07%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                             | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    217000 | PA      | $248590.29    | 0.02%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    231000 | PA      | $244717.24    | 0.02%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                 | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    675000 | PA      | $628666.85    | 0.04%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                 | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142959.43    | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KFW                                   | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $863450.25    | 0.05%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $616608.37    | 0.04%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    691000 | PA      | $609187.48    | 0.04%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1543524.04   | 0.10%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273792.40    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION RENEWABLES              | Constellation Renewables LLC                                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    795593 | PA      | $793603.76    | 0.05%             | 2027-12-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                      | Arab Energy Fund /The                                                           | CUSIP: ZB6532285<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | SA        |   1695000 | PA      | $1763001.55   | 0.11%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                 | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $81206.81     | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                        | City of Los Angeles CA                                                          | CUSIP: 544351RZ4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $991527.40    | 0.06%             | 2039-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVIII Ltd            | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499932.50   | 0.16%             | 2038-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    894000 | PA      | $828466.19    | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 10YR NOTE (CBT)Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       155 | NC      | $-5350.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CDX.NA.IG.45.V1 (BUY PROTECTION)                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $-317332.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                       | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $182200.00    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                  | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1096650.00   | 0.07%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING               | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327226.52    | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1210000 | PA      | $1134731.42   | 0.07%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                    | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $288364.06    | 0.02%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $952317.10    | 0.06%             | 2039-01-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91421.13     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSERVATION FUND                     | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942392.95    | 0.06%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    106000 | PA      | $85919.81     | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    365000 | PA      | $375414.37    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP               | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92782.91     | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    960523 | PA      | $919635.70    | 0.06%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418AS58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174041 | PA      | $156105.37    | 0.01%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160139 | PA      | $154231.76    | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74559 | PA      | $71836.26     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114840 | PA      | $106478.49    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2021-5                                | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987065 | PA      | $837099.31    | 0.05%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2022-3                                | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785039 | PA      | $709857.81    | 0.04%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110164.02    | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                | International Development Association                                           | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1738220.22   | 0.11%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220918.47    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                   | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130647.72    | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU              | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $963425.95    | 0.06%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158831 | PA      | $144334.95    | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP             | Maryland Economic Development Corp                                              | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014804.40   | 0.06%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                       | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    131000 | PA      | $98133.10     | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bo        | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |   2123428 | NS      | $212873657.00 | 13.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO Ltd                     | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998545.00   | 0.19%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117290.27    | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2023-1                           | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249429 | PA      | $229020.33    | 0.01%             | 2053-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    212000 | PA      | $206791.64    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                       | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72016.76     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                       | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212652.33    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.               | Loanpal Solar Loan 2021-1 Ltd                                                   | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519259 | PA      | $434846.01    | 0.03%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding XXIX LTD                                                   | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3830000 | PA      | $3832872.50   | 0.24%             | 2038-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2227426.52   | 0.14%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49535.61     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $299760.52    | 0.02%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                 | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1308011.85   | 0.08%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1043151.58   | 0.06%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                      | OFS Capital Corp                                                                | CUSIP: 67103BAA8<br>LEI: 549300XTK3HSWPDBJD13 | Long             | DBT              | CORP              | US        |    322000 | PA      | $319363.91    | 0.02%             | 2026-02-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                             | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $783714.27    | 0.05%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2022-3                                                      | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126608 | PA      | $108684.71    | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89442.03     | 0.01%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $205723.32    | 0.01%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    835000 | PA      | $862434.68    | 0.05%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1052301.04   | 0.07%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81378.39     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     98000 | PA      | $66571.88     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                 | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276151 | PA      | $241632.13    | 0.02%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA              | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    775000 | PA      | $780169.44    | 0.05%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2021-SJ1                                              | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192511 | PA      | $186042.12    | 0.01%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Renew Financial                       | Renew 2021-1                                                                    | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    522369 | PA      | $425860.41    | 0.03%             | 2056-11-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2022-2 Trust                             | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86047 | PA      | $70807.11     | 0.00%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                    | Tricon Residential 2025-SFR1 Trust                                              | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895372 | PA      | $897085.96    | 0.06%             | 2042-03-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP NY            | United Nations Development Corp                                                 | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $480722.36    | 0.03%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                         | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186365.35    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG              | New York Life Global Funding                                                    | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75324.76     | 0.00%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64966WLY1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998543.00    | 0.06%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59447.68     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT              | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1181066.17   | 0.07%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83800.57     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292L4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351820 | PA      | $324085.70    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298424 | PA      | $262769.86    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487190 | PA      | $474316.02    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53707 | PA      | $51357.95     | 0.00%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520808.87    | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Tr        | OnDeck Asset Securitization IV LLC                                              | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $969291.83    | 0.06%             | 2032-04-19      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130118.44    | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268076.50    | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD             | Anchorage Capital CLO 26 Ltd                                                    | CUSIP: 03331TAN0<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2262366.00   | 0.14%             | 2038-03-19      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $211723.55    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339805 | PA      | $276455.16    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2710223 | PA      | $2736783.05   | 0.17%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987968.42    | 0.06%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    279000 | PA      | $261560.68    | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT              | United States Department of Housing and Urban Development                       | CUSIP: 911759NA2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $981942.11    | 0.06%             | 2027-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4426000 | PA      | $4461961.25   | 0.28%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96106.72     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                           | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1126746.27   | 0.07%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                    | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $105455.00    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $671096.10    | 0.04%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6768303 | PA      | $6402037.59   | 0.40%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4104888 | PA      | $4090775.63   | 0.25%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                 | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83130.37     | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403382.68    | 0.03%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2057678.80   | 0.13%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     83000 | PA      | $73939.91     | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281134 | PA      | $266878.84    | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57119 | PA      | $50704.53     | 0.00%             | 2048-10-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    425000 | PA      | $353854.47    | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2957441 | PA      | $2660998.96   | 0.17%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                   | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    434000 | PA      | $425808.48    | 0.03%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120071.77    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                 | Global SC Finance VII Srl                                                       | CUSIP: 37959PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    114798 | PA      | $110127.66    | 0.01%             | 2040-11-19      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118626.98    | 0.01%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105534.68    | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    262000 | PA      | $264666.99    | 0.02%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                 | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    918668 | PA      | $935181.08    | 0.06%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159519 | PA      | $158987.08    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2021-4                                                  | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184452 | PA      | $151772.00    | 0.01%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115974.45    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253054 | PA      | $201853.87    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119597.37    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43886 | PA      | $39832.90     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106762.00    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138802.15    | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64818 | PA      | $62013.50     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39348 | PA      | $38903.34     | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118867.02    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING             | Adams Outdoor Advertising LP                                                    | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509967.10    | 0.03%             | 2053-07-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                    | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     54000 | PA      | $35454.19     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit        | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2509785.00   | 0.16%             | 2037-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38380YH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218345 | PA      | $6179.04      | 0.00%             | 2048-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381AHP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279941 | PA      | $8615.78      | 0.00%             | 2048-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                          | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76389.65     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    112000 | PA      | $104557.05    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74344.83     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                 | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310753.20    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38382URT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716869 | PA      | $91765.38     | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532206 | PA      | $364441.80    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941984.30    | 0.06%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2021-14                                              | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96323 | PA      | $79263.36     | 0.00%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60799.68     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442106.34    | 0.03%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    966486 | PA      | $791303.82    | 0.05%             | 2052-06-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                             | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110615.69    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50135.14     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60912 | PA      | $57909.36     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                           | City of New York NY                                                             | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    750000 | PA      | $716882.03    | 0.04%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43607.58     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN              | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $703151.58    | 0.04%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL              | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99801.31     | 0.01%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                  | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1075000 | PA      | $988874.54    | 0.06%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                   | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194419.37    | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98528 | PA      | $89218.71     | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324923 | PA      | $300813.58    | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    189000 | PA      | $163315.24    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust         | TYSN 2023-CRNR Mortgage Trust                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1055845.30   | 0.07%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                           | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $76323.72     | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV               | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $533382.37    | 0.03%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL               | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    169000 | PA      | $117687.85    | 0.01%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    461000 | PA      | $471072.85    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183000 | PA      | $175780.08    | 0.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $40187.50     | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I, Ltd                    | VCP RRL ABS I Ltd                                                               | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309498 | PA      | $301619.23    | 0.02%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167540.68    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90779.39     | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | CARS-DB6 LP                                                                     | CUSIP: 12510HAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058500 | PA      | $1007718.68   | 0.06%             | 2052-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OAKST Commercial Mortgage Trus        | OAKST Commercial Mortgage Trust 2023-NLP                                        | CUSIP: 67630KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1407499.24   | 0.09%             | 2040-03-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| OREGON ST                             | State of Oregon                                                                 | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1042713.00   | 0.06%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE              | Pioneer Natural Resources Co                                                    | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77376.30     | 0.00%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $59741.52     | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    477000 | PA      | $433693.16    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26690.44     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VISA INC                              | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971947.41    | 0.06%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                | Webster Financial Corp                                                          | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50005.85     | 0.00%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930258 | PA      | $908647.73    | 0.06%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                  | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137231.90    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75666 | PA      | $67836.91     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306879 | PA      | $254090.81    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1455405 | PA      | $1336934.45   | 0.08%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    965859 | PA      | $943829.92    | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                | Private Export Funding Corp                                                     | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1010274.55   | 0.06%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014825.92   | 0.06%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                     | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    174000 | PA      | $167777.07    | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72219.46     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232036.85    | 0.01%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $207239.13    | 0.01%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                       | Zayo Issuer LLC                                                                 | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1212487.43   | 0.08%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                      | Zions Bancorp NA                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006215.74   | 0.12%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41644.13     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC               | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    930000 | PA      | $590721.12    | 0.04%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $984777.22    | 0.06%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2022-4                                                      | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195474 | PA      | $173307.39    | 0.01%             | 2052-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2022-2                                                      | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345881 | PA      | $284622.31    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T        | STWD 2021-LIH Mortgage Trust                                                    | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997500.00    | 0.06%             | 2036-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527193 | PA      | $527544.64    | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                | Goodman US Finance Six LLC                                                      | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56529.38     | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118382 | PA      | $107607.76    | 0.01%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22640 | PA      | $2495.83      | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383P5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    563930 | PA      | $12742.85     | 0.00%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                | GPS Blue Financing DAC                                                          | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $993200.00    | 0.06%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112517.79    | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECON D        | State of Hawaii Department of Business Economic Development & Tourism           | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650632 | PA      | $639736.02    | 0.04%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust 2016-1                                                       | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182414 | PA      | $176282.73    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust        | Home Partners of America 2021-3 Trust                                           | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330405 | PA      | $306868.75    | 0.02%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1090000 | PA      | $1152486.58   | 0.07%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KEYCORP                               | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $200762.22    | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT         | Salt River Project Agricultural Improvement & Power District                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2455922.25   | 0.15%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2024-4                                   | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $807205.84    | 0.05%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    755000 | PA      | $771044.87    | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US              | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25345.30     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK               | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $870649.95    | 0.05%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC              | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151963.30    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia International Bond                                                       | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    370000 | PA      | $323074.21    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65341.87     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIAS Administration Fee Issuer        | LIAS Administration Fee Issuer LLC                                              | CUSIP: 53000LAA0<br>LEI: 549300Z0IVH5FVV06J61 | Long             | ABS-O            | CORP              | US        |    874169 | PA      | $849794.78    | 0.05%             | 2048-07-25      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704536.80    | 0.04%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $905091.58    | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1637646.20   | 0.10%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                  | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206094.13    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                    | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    198000 | PA      | $199175.14    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192118.99    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                     | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    468000 | PA      | $435196.21    | 0.03%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                   | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242932.93    | 0.02%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    720000 | PA      | $720208.52    | 0.04%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                 | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213214.04    | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER              | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $201946.72    | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2018-5                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2385000 | PA      | $2042533.08   | 0.13%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98499 | PA      | $89732.29     | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    525000 | PA      | $625205.18    | 0.04%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70348.31     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721564.08    | 0.04%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $147101.84    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $210535.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45223.47     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     47000 | PA      | $34961.49     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $863358.00    | 0.05%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6840000 | PA      | $3253663.85   | 0.20%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $81997.60     | 0.01%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187937 | PA      | $188081.60    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138W9GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74392 | PA      | $70124.54     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $191003.59    | 0.01%             | 2044-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $148048.26    | 0.01%             | 2046-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106260.48    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX 2021-J2 Trust                                                               | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225457 | PA      | $185526.07    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $84982.02     | 0.01%             | 2046-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104583.14    | 0.01%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                | One Market Plaza Trust 2017-1MKT                                                | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730448 | PA      | $707791.61    | 0.04%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137043.85    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                     | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    119000 | PA      | $130031.74    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601080.60    | 0.04%             | 2036-06-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477367.10    | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1036648.51   | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2121126.00   | 0.13%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                  | QTS Issuer ABS I LLC                                                            | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1797570.90   | 0.11%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2021-4                                                      | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275598 | PA      | $226787.03    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                      | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118684.19    | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | Sofi Professional Loan Program 2019-A LLC                                       | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23318 | PA      | $23161.94     | 0.00%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SCULTOR ALTERN SOLUTIONS              | Sculptor Alternative Solutions LLC                                              | CUSIP: 811243AE4<br>LEI: 549300MT2IHVJVYVLW85 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1460968.00   | 0.09%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370826 | PA      | $321882.56    | 0.02%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y9Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7911 | PA      | $7471.91      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123881 | PA      | $119838.55    | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                  | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    183000 | PA      | $175679.06    | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140EU2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200291 | PA      | $192752.15    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN              | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122006.08    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                 | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $148551.81    | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    775000 | PA      | $720230.65    | 0.04%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                    | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    715000 | PA      | $741864.57    | 0.05%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1655000 | PA      | $1684419.60   | 0.10%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT              | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $246560.94    | 0.02%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Summit Issuer, LLC                    | Summit Issuer LLC                                                               | CUSIP: 86613XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007778.90   | 0.06%             | 2053-02-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust 2023-B                                                   | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1094460.93   | 0.07%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                           | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1787713.23   | 0.11%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90561.46     | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA              | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $815985.65    | 0.05%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note        | Toyota Auto Loan Extended Note Trust 2025-1                                     | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1221950.40   | 0.08%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2017-C4                                           | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148558 | PA      | $145290.47    | 0.01%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2017-C7                                           | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214496 | PA      | $211479.76    | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                 | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1959582.20   | 0.12%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58653.24     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2990000 | PA      | $1788043.35   | 0.11%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $203149.53    | 0.01%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $496109.51    | 0.03%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $413650.55    | 0.03%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115979.95    | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $752077.65    | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC              | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207579.87    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                      | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    271000 | PA      | $254529.35    | 0.02%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                            | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $77638.43     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149625.36    | 0.01%             | 2042-08-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99750.22     | 0.01%             | 2042-08-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II C PTE LTD                | WLB Asset II C Pte Ltd                                                          | CUSIP: BS8095082<br>LEI: 549300QP5TA3PCYZ7Y92 | Long             | DBT              | CORP              | SG        |    930259 | PA      | $918908.90    | 0.06%             | 2025-12-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | Credit Agricole SA                                                              | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $485068.58    | 0.03%             | 2035-09-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus        | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159310 | PA      | $1067302.97   | 0.07%             | 2054-03-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I        | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $901128.80    | 0.06%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING               | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    550000 | PA      | $598373.28    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119027.36    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74283.44     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                   | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115503.04    | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116983.58    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186322.85    | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56581.20     | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136B9GC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211872 | PA      | $28451.76     | 0.00%             | 2050-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MTGE CORP MU        | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 3137H9MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    969952 | PA      | $924905.20    | 0.06%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415361 | PA      | $1428089.72   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $621964.52    | 0.04%             | 2028-11-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIDUS INVESTMENT CORP                 | Fidus Investment Corp                                                           | CUSIP: 316500AD9<br>LEI: 549300836CRWCROFBC02 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692008.90    | 0.04%             | 2030-03-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                | International Development Association                                           | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1453821.69   | 0.09%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                     | International Finance Corp                                                      | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007079.01   | 0.06%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1235527.35   | 0.08%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| iShares 10-20 Year Treasury Bo        | iShares 10-20 Year Treasury Bond ETF                                            | CUSIP: 464288653<br>LEI: 549300MH5J7BUV0VS287 | Long             | EC               | RF                | US        |    800028 | NS      | $82394883.72  | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $144889.00    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                     | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455346.18    | 0.03%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust Series 2024-3                                          | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    884782 | PA      | $758933.37    | 0.05%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                   | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134297.67    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74801.15     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31121.08     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102382.22    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC            | MMAF Equipment Finance LLC 2019-B                                               | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261606 | PA      | $259000.84    | 0.02%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA              | Meiji Yasuda Life Insurance Co                                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204183.40    | 0.01%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141299 | PA      | $140733.73    | 0.01%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2025-1                                                  | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586005 | PA      | $580603.22    | 0.04%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MURRAY ENERGY CORP                    | Murray Energy Corp                                                              | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    180991 | PA      | $0.00         | 0.00%             | 2024-04-15      | None          | 12.00%                | No            |                  3 | On Loan: No      |
| MYLAN INC                             | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155949.07    | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                 | Narragansett Electric Co/The                                                    | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97771.15     | 0.01%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR              | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31741.28     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1651097.25   | 0.10%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $73156.87     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                    | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    290000 | PA      | $258761.00    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO              | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    305000 | PA      | $319484.60    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Tr        | OnDeck Asset Securitization Trust IV LLC                                        | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1092473.65   | 0.07%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    185000 | PA      | $145125.41    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $958683.14    | 0.06%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    610000 | PA      | $576026.07    | 0.04%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2184877.18   | 0.14%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1049012.41   | 0.07%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    241000 | PA      | $208351.19    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267703.33    | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $265689.17    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960859.20    | 0.06%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104468.73    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1235486.14   | 0.08%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                        | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   1000000 | PA      | $1005923.00   | 0.06%             | 2034-05-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   1000000 | PA      | $990920.73    | 0.06%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                           | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $481864.52    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS         | ABPCI Direct Lending Fund ABS I Ltd                                             | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1002338 | PA      | $984970.87    | 0.06%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                 | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77911.70     | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L        | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000309.30   | 0.06%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L        | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1192270.70   | 0.07%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213929.38    | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517119.25    | 0.03%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    730000 | PA      | $669420.78    | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192042.29    | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK 2018-BNK15                                                                 | CUSIP: 06036FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549113 | PA      | $544604.97    | 0.03%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1360641.56   | 0.08%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    107000 | PA      | $84873.40     | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78983.67     | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55065.34     | 0.00%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373990.65    | 0.02%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                           | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2575852.73   | 0.16%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA              | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1045653.56   | 0.07%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125122 | PA      | $117473.74    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J5M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213130 | PA      | $207443.18    | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140K9U56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1012929 | PA      | $934107.59    | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500387 | PA      | $425946.03    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473471 | PA      | $400406.55    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172793 | PA      | $1075523.44   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047360 | PA      | $958604.81    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283254 | PA      | $1212630.01   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2492570 | PA      | $2531439.40   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $792414.88    | 0.05%             | 2051-07-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1274152.04   | 0.08%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289175 | PA      | $237923.62    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209397 | PA      | $172245.41    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ8                                    | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231124 | PA      | $190207.20    | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                            | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288389 | PA      | $288647.97    | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                           | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    231000 | PA      | $257347.38    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96060.43     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2189527.38   | 0.14%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86187.43     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138974.31    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66018.26     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71218.59     | 0.00%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1500000 | PA      | $1476328.86   | 0.09%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | Athene Global Funding                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213864.72    | 0.01%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994162.80    | 0.06%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2023-5C2 Mortgage Trust                                                     | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2252472.39   | 0.14%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281502.38    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1526011.09   | 0.09%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK 2020-BNK28                                                                 | CUSIP: 06540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162000 | PA      | $1028288.08   | 0.06%             | 2063-03-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-IG3 Mortgage Trust                                               | CUSIP: 08162QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517255 | PA      | $508441.98    | 0.03%             | 2048-09-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $705902.56    | 0.04%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION              | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125620.42    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate         | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $747642.16    | 0.05%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $270878.04    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $71395.15     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261772.66    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC               | Centersquare Issuer LLC                                                         | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1036653.45   | 0.06%             | 2055-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                     | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    223000 | PA      | $230633.31    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    233000 | PA      | $250448.91    | 0.02%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602605.32    | 0.04%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1711515.36   | 0.11%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R08                                    | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $166400.00    | 0.01%             | 2042-07-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust               | Home Equity Asset Trust                                                         | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1314 | PA      | $1294.14      | 0.00%             | 2033-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102517 | PA      | $96774.02     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49992 | PA      | $44452.68     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1092364 | PA      | $974370.79    | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2978969 | PA      | $2422359.41   | 0.15%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    913279 | PA      | $863857.32    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4916663 | PA      | $4643770.80   | 0.29%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230524 | PA      | $217849.39    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133A2BB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286079 | PA      | $254302.41    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133AJBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234600 | PA      | $199944.30    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133AUTM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263664 | PA      | $225507.85    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394646 | PA      | $388786.84    | 0.02%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455180 | PA      | $62849.12     | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi        | Freddie Mac Multiclass Certificates Series 2021-P011                            | CUSIP: 3137H2NN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468581 | PA      | $433969.22    | 0.03%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74201 | PA      | $54707.80     | 0.00%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15248 | PA      | $15071.68     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X96J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170295 | PA      | $146416.23    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546712 | PA      | $524369.49    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258757 | PA      | $230122.44    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86896 | PA      | $77196.18     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4450046 | PA      | $3749983.49   | 0.23%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2145823 | PA      | $2138003.53   | 0.13%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2955108.30   | 0.18%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORT WAYNE IN ECON DEV SOLID W        | City of Fort Wayne IN                                                           | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    234358 | PA      | $23.44        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                 | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217762.90    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1434912.49   | 0.09%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3682568 | PA      | $3171914.60   | 0.20%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1338669 | PA      | $1338460.23   | 0.08%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1161421.10   | 0.07%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                     | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99765.22     | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1711484.11   | 0.11%             | 2036-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-GR1                                    | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142757 | PA      | $117473.35    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                 | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199755.09    | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $983577.10    | 0.06%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    650871 | PA      | $474145.84    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138498.50    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                 | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $189265.70    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035454.52   | 0.13%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152763.60    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83098.08     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1280782.73   | 0.08%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53781.42     | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                              | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039029.04   | 0.06%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                            | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136238.00    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1029717.47   | 0.06%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $658669.52    | 0.04%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922384.16    | 0.06%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2017-5                                                 | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53659 | PA      | $53755.43     | 0.00%             | 2048-10-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57094.04     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2025-1                                    | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1857816.54   | 0.12%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT              | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1849073.10   | 0.11%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                 | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45209.08     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $595740.00    | 0.04%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574807 | PA      | $564910.49    | 0.04%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                           | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248187.05    | 0.02%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART               | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94602.10     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66560.32     | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                  | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    102000 | PA      | $92741.35     | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1226953.80   | 0.08%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37848.98     | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                  | Lockheed Martin Corp                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117647.19    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Manhattan West                        | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475232.60    | 0.03%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                   | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69814.94     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust          | Oxford Finance Funding Trust 2023-1                                             | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2222302 | PA      | $2235660.11   | 0.14%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $259276.05    | 0.02%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305147.10    | 0.02%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2021-1                                                   | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88446 | PA      | $73783.88     | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL              | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80588.33     | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $913806.22    | 0.06%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC              | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79444.72     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $265346.09    | 0.02%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                      | NMEF Funding 2022-B LLC                                                         | CUSIP: 62890MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1356204.22   | 0.08%             | 2029-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                          | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129621.75    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     81000 | PA      | $86076.03     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                        | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $966335.71    | 0.06%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                | Oman Government International Bond                                              | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    815000 | PA      | $815291.97    | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    591000 | PA      | $587242.19    | 0.04%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050045.22   | 0.07%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo        | Structured Asset Investment Loan Trust 2004-8                                   | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6719 | PA      | $6433.03      | 0.00%             | 2034-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                         | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102310.48    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $35827.02     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $111027.77    | 0.01%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184354 | PA      | $186304.56    | 0.01%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747658 | PA      | $759779.41    | 0.05%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $973371.70    | 0.06%             | 2026-09-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $196888.41    | 0.01%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz        | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102566.68    | 0.01%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz        | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102918.53    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                  | SCG Trust 2025-SNIP                                                             | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400875.00   | 0.09%             | 2030-09-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC              | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1348674.35   | 0.08%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc               | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1591604.04   | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC          | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $595054.74    | 0.04%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                       | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $896539.53    | 0.06%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-5                                   | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $935905.95    | 0.06%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2020-3                                                   | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42456 | PA      | $36459.53     | 0.00%             | 2050-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                    | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95943.02     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702824.11    | 0.04%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553173.83    | 0.03%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV              | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    360000 | PA      | $269536.40    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL        | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1281727.18   | 0.08%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC              | Store Master Funding I-VII XIV XIX XX                                           | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125562 | PA      | $1051429.77   | 0.07%             | 2051-06-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I - VII,         | Store Master Funding I-VII and XIV                                              | CUSIP: 86212XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    986651 | PA      | $967556.42    | 0.06%             | 2049-11-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT              | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    211000 | PA      | $212533.92    | 0.01%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP               | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    475000 | PA      | $429654.47    | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer, LLC          | Sunnova Hestia I Issuer LLC                                                     | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835814 | PA      | $843252.84    | 0.05%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    254000 | PA      | $232499.06    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                         | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264735 | PA      | $251112.75    | 0.02%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                         | Sutter Health                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    409000 | PA      | $420203.82    | 0.03%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC              | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    916100 | PA      | $776852.80    | 0.05%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                           | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200365.13    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA              | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2578000 | PA      | $2482257.18   | 0.15%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1650000 | PA      | $1682057.85   | 0.10%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                            | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    547308 | PA      | $517005.58    | 0.03%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                   | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184715.86    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                   | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34464.11     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6130000 | PA      | $3289128.13   | 0.20%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $370449.22    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3215000 | PA      | $1818735.53   | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $163717.77    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     92000 | PA      | $76061.72     | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2264550.78   | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78000 | PA      | $76635.00     | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3110000 | PA      | $3081086.70   | 0.19%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $200187.39    | 0.01%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39638.55     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $81810.98     | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45446.48     | 0.00%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1202168.17   | 0.07%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664132.33    | 0.04%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205357.47    | 0.01%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2024-MGP                                  | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1638598.95   | 0.10%             | 2041-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2075000 | PA      | $2184965.46   | 0.14%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749430.98    | 0.05%             | 2042-08-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable        | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $603159.06    | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179725.48    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                  | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2480896.75   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit        | World Financial Network Credit Card Master Note Trust 2024-B                    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010008.00   | 0.06%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IFFIM                                 | International Finance Facility for Immunisation Co                              | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $983360.27    | 0.06%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 10yr Ultra Fut Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        92 | NC      | $119134.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WLB ASSET II D                        | WLB Asset II D Pte Ltd                                                          | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $963660.93    | 0.06%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R07                                    | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $534156.98    | 0.03%             | 2042-06-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R06                                    | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $650159.38    | 0.04%             | 2042-05-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                          | Consorcio Transmantaro SA                                                       | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    430000 | PA      | $424713.92    | 0.03%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83445 | PA      | $85559.39     | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197009 | PA      | $178252.55    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166476 | PA      | $157215.97    | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9MD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76254 | PA      | $75398.98     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90355 | PA      | $89416.09     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MTGE CORP MU        | Freddie Mac Multifamily Variable Rate Certificate                               | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    979430 | PA      | $870509.16    | 0.05%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QMP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458098 | PA      | $433618.04    | 0.03%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257703 | PA      | $236903.81    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373756 | PA      | $329173.82    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623577 | PA      | $589353.20    | 0.04%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56238 | PA      | $52333.96     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722311 | PA      | $668362.91    | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414265 | PA      | $415266.30    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173630 | PA      | $997594.29    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148371 | PA      | $142648.13    | 0.01%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31957 | PA      | $29802.24     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3901366 | PA      | $3800913.72   | 0.24%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251385 | PA      | $257225.50    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2021-7                                                  | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134783 | PA      | $110715.04    | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1707579.11   | 0.11%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust          | Ford Credit Auto Owner Trust 2022-B                                             | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1373224 | PA      | $1372526.74   | 0.09%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FOX CORP                              | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107096.40    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94177.86     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79812 | PA      | $81584.51     | 0.01%             | 2045-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46737 | PA      | $42239.62     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1044801 | PA      | $893453.50    | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227754 | PA      | $203400.38    | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118036 | PA      | $109135.08    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79110.27     | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLADSTONE INVESTMENT COR              | Gladstone Investment Corp                                                       | CUSIP: 376546883<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |     73200 | NS      | $1734840.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receiva        | GM Financial Revolving Receivables Trust 2024-2                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1721211.41   | 0.11%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67853.89     | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    965000 | PA      | $996153.06    | 0.06%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1315533.13   | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38379FCL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101832 | PA      | $99494.77     | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381WV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1019245 | PA      | $11954.01     | 0.00%             | 2049-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383T2H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1109762 | PA      | $23059.97     | 0.00%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152603.44    | 0.01%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118433.42    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49160.95     | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                       | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    917000 | PA      | $945857.10    | 0.06%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298671.90    | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173470.53    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1236898.04   | 0.08%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $368069.53    | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2017-2                                                 | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5403 | PA      | $4888.94      | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2018-7FRB                                              | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9947 | PA      | $9774.79      | 0.00%             | 2046-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2019-1                                                 | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2919 | PA      | $2730.88      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-11                                                | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155154 | PA      | $127533.03    | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                     | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103058.54    | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1825000 | PA      | $1915709.44   | 0.12%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209171.94    | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MCA Fund Holding Llc                  | MCA Fund Holding LLC                                                            | CUSIP: 55283AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26687 | PA      | $26332.15     | 0.00%             | 2035-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding XXXVII Ltd                                                 | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009489.00   | 0.19%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107529.18    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1026567.95   | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1144988.47   | 0.07%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    138000 | PA      | $119870.48    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                   | Nassau 2019 CFO LLC                                                             | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373810 | PA      | $353279.96    | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154708.32    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131942.09    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                 | Reinvestment Fund Inc/The                                                       | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479157.38    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                 | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206096.10    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409872.01    | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                        | Romark WM-R Ltd                                                                 | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    692214 | PA      | $692351.66    | 0.04%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026781.20   | 0.06%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                       | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024286.55   | 0.06%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY          | City & County of San Francisco CA                                               | CUSIP: 79773KRM8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $964711.70    | 0.06%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204620.20    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514108.50    | 0.03%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201437.74    | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                  | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1593985.28   | 0.10%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                    | Siemens Funding BV                                                              | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    202000 | PA      | $207330.58    | 0.01%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK               | Signature Bank/New York NY                                                      | CUSIP: 82669GCK8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96000.00     | 0.01%             | 2030-10-15      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $770169.06    | 0.05%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71719 | PA      | $67317.97     | 0.00%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH          | South Dakota Housing Development Authority                                      | CUSIP: 83756CY90<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254190.40    | 0.02%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84046.38     | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $691134.90    | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571559.79    | 0.04%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                 | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52180.75     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I              | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192637.63    | 0.01%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84624.32     | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                 | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    105000 | PA      | $91334.11     | 0.01%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                 | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104773.73    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                     | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1527530.68   | 0.09%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $58086.91     | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    289000 | PA      | $266783.13    | 0.02%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    177000 | PA      | $157032.19    | 0.01%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $41028.83     | 0.00%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48400 | PA      | $49757.47     | 0.00%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1975000 | PA      | $834706.18    | 0.05%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $384809.83    | 0.02%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $207069.94    | 0.01%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2019-2 Trust                             | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5563 | PA      | $5285.63      | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT              | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48713.60     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                       | Weyerhaeuser Co                                                                 | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49130.34     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC        | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    437381 | PA      | $440638.25    | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust          | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32886 | PA      | $32832.83     | 0.00%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 5YR NOTE (CBT) Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       226 | NC      | $14525.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-21

**Name of Applicant:** PFM Multi-Manager Series Trust

**Signature:** /s/ Patrick R. Carmody

**Name of Signer:** Patrick R. Carmody

**Title:** Treasurer