# EDGAR Filing Document

**Accession Number:** 0001627853
**File Stem:** 0002048251-25-001427
**Filing Date:** 2025-10
**Character Count:** 450666
**Document Hash:** 174a3e84f8313d092742b5c3c01d395a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-001427.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0002048251-25-001427

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI Catholic Values Trust
- **CENTRAL INDEX KEY:** 0001627853

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23015
- **FILM NUMBER:** 251432926

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### Catholic Values Fixed Income Fund (Series ID: S000048321)

| Class ID   | Class Name                                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000152592 | Catholic Values Fixed Income Fund Class F, effective 1-31-2017 (formerly Class A) | CFVAX           |
| C000152593 | Catholic Values Fixed Income Fund Class Y                                         | CFVYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI CATHOLIC VALUES TRUST

- **b. Investment Company Act file number:** 811-23015

- **c. CIK number of Registrant:** 0001627853

- **d. LEI of Registrant:** 549300HNHS8PWODW1A40

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** Catholic Values Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000048321

- **c. LEI of Series:** 549300PGEESYEMTFDK65

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $276530243.69

**Total Liabilities:** $44813505.65

**Net Assets:** $231716738.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -392.38855684 | **1-Year:** -7989.39929892 | **5-Year:** -23987.33989003 | **10-Year:** -30637.48832024 | **30-Year:** -9554.07164959

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

- **3-Month:** -151.09087065 | **1-Year:** -2490.96945217 | **5-Year:** -5427.70156475 | **10-Year:** -4537.96096741 | **30-Year:** -1108.93779979

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152592 | 1.14%                | -0.25%               | 1.60%                |
| Class ID C000152593 | 1.15%                | -0.24%               | 1.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $485038.94               | $1363119.42                                |
| Month 2  | $16447.80                | $-1330907.78                               |
| Month 3  | $-30834.61               | $2844161.87                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index (USD)

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5423                                                         | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65238 | PA      | $55196.63     | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6711                                                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75472 | PA      | $69060.84     | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS9697                                                         | CUSIP: 3140XRX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    726151 | PA      | $682247.67    | 0.29%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM1000                                                         | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162102 | PA      | $144731.09    | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                       | GENERAL MOTORS FINANCIAL CO INC 2.400000% 10/15/2028                              | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    553000 | PA      | $520954.09    | 0.22%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18828.19     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1254104 | PA      | $1063598.68   | 0.46%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                                  | HOMES 2024-NQM2 TRUST HOMES 2024-NQM2 A1                                          | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    256062 | PA      | $257996.89    | 0.11%             | 2069-10-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.376000% 04/27/2028                                     | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100212.20    | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                             | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50274.25     | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q45560                                                   | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32426 | PA      | $28992.02     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                              | CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2025-1A A2                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $163823.68    | 0.07%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                     | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.650000% 03/25/2032                 | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    145000 | PA      | $148498.90    | 0.06%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6451                                                         | CUSIP: 3140XNEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81754 | PA      | $82797.47     | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                       | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97990.94     | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 1.375000% 03/15/2031                                           | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42933.80     | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20G 1                       | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180190 | PA      | $173484.16    | 0.07%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB5108                                                         | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158770 | PA      | $160880.99    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL3000                                                         | CUSIP: 3138EKKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82638 | PA      | $77554.28     | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM4897                                                         | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29320 | PA      | $27565.33     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.250000% 02/15/2026                                             | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.69      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92769.24     | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3041                                                         | CUSIP: 3140X6LX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175242 | PA      | $180199.53    | 0.08%             | 2049-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038           | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9370.53      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002000 | PA      | $960432.65    | 0.41%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAMAR TEX CONS INDPT SCH DIST                                                | LAMAR TX CONSOL INDEP SCH DIST LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT     | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55089.28     | 0.02%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                                        | ALTICE FINANCING SA 144A 9.625000% 07/15/2027                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |     10000 | PA      | $9300.00      | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.500000% 01/15/2034                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4175.89      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8346                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    162498 | PA      | $152841.06    | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 08/31/2027                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9820000 | PA      | $9820383.57   | 4.24%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 786579                                                      | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75600 | PA      | $76559.36     | 0.03%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 3.970000% 03/05/2029                                     | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149068.46    | 0.06%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4720                                                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33922 | PA      | $32154.55     | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35307.47     | 0.02%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9936.46      | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-223 P                           | CUSIP: 38383FHR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72920 | PA      | $63616.32     | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11788 | PA      | $10975.15     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1305                                                        | CUSIP: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106496 | PA      | $105525.74    | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                            | AIA GROUP LTD MTN 4.950000% 03/30/2035                                            | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    237000 | PA      | $238089.06    | 0.10%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                           | BOSTON GAS CO 144A 5.843000% 01/10/2035                                           | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    551000 | PA      | $577710.88    | 0.25%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg S.a.r.l.                                                  | GENPACT LUXEMBOURG SARL/GENPACT USA INC 6.000000% 06/04/2029                      | CUSIP: 37190AAB5<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | NUSS              | US        |    289000 | PA      | $300503.06    | 0.13%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL8936                                                         | CUSIP: 3138ET4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45111 | PA      | $44421.66     | 0.02%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7543                                                        | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    392873 | PA      | $332503.92    | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1                       | CUSIP: 83162CQ22<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    391932 | PA      | $371068.18    | 0.16%             | 2047-07-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5708                                                         | CUSIP: 3140XMKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77289 | PA      | $76995.34     | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BD3715                                                         | CUSIP: 3140FBDV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134812 | PA      | $123803.51    | 0.05%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                        | STARBUCKS CORP 5.400000% 05/15/2035                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30692.62     | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                                        | SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48000.00     | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ4821                                                         | CUSIP: 3140KQLB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104983 | PA      | $88816.57     | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 PASS THROUGH TRUST                                         | AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST 144A 3.600000% 03/15/2027            | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    169439 | PA      | $166009.06    | 0.07%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149198.68    | 0.06%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 3.509000% 01/23/2029                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384160.19    | 0.17%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT                          | CUSIP: 38383LDU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81741 | PA      | $68423.00     | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8576                                                         | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124895 | PA      | $111545.44    | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 3.400000% 04/01/2030                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19337.04     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29680 | PA      | $28562.63     | 0.01%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                        | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116796.31    | 0.05%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                    | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163933.97    | 0.07%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                        | TARGA RESOURCES CORP 4.200000% 02/01/2033                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37712.83     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                                  | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30139.55     | 0.01%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA6332                                                        | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76728 | PA      | $61789.85     | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A 5.000000% 08/01/2027                                     | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135381.72    | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053                     | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20698.72     | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC 5.721000% 06/05/2030                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    534000 | PA      | $558609.56    | 0.24%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.875000% 02/15/2031                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18358.16     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2025-H4 MORTGAGE TRUST CROSS 2025-H4 A2                                     | CUSIP: 22790AAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386495 | PA      | $388814.36    | 0.17%             | 2070-06-25      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2024-DNA1 STACR 2024-DNA1 M2                        | CUSIP: 35564NBA0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    250000 | PA      | $253278.33    | 0.11%             | 2044-02-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5711                                                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     47581 | PA      | $46706.76     | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 9.000000% MATURITY: PERPETUAL                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61568.59     | 0.03%             | 2174-03-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2020-1 LTD ROCKT 2020-1A A1RR                                  | CUSIP: 77341EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $314572.23    | 0.14%             | 2036-01-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6555                                                         | CUSIP: 3140XAH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69509 | PA      | $56078.12     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                                               | NEW YORK ST URBAN DEV CORP REV EMPIRE STATE DEVELOPMENT CORP                      | CUSIP: 650035TD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $221215.82    | 0.10%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                        | SWITCH ABS ISSUER LLC SWTCH 2025-1A A2                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $69289.76     | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                            | SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028                              | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    441000 | PA      | $439884.05    | 0.19%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q45737                                                   | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31959 | PA      | $28644.26     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                             | SHELL INTERNATIONAL FINANCE BV 2.875000% 05/10/2026                               | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $79284.87     | 0.03%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7521                                                        | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55414 | PA      | $47032.24     | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G60587                                                   | CUSIP: 31335AUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86576 | PA      | $82608.46     | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G60722                                                   | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    331674 | PA      | $296736.84    | 0.13%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3722                                                        | CUSIP: 3132E0D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80372 | PA      | $79969.17     | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 3.81 1/30/26                                                     | FWDP 5Y RTP 3.81 1/30/26 EXPIRATION: 1/30/26                                      | CUSIP: SWP121EC7<br>LEI: N/A                  | N/A              | DIR              |  | US        |   2285000 | NC      | $510.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4437                                                         | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    471031 | PA      | $376596.22    | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2991                                                        | CUSIP: 3132DQKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     81453 | PA      | $68959.65     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                                    | ZAYO GROUP HOLDINGS INC 144A 4.000000% 03/01/2027                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62897.50     | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 08/15/2028                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2785000 | PA      | $2788046.09   | 1.20%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GINNIE MAE I POOL GN 784369                                                       | CUSIP: 3622A22A9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     82076 | PA      | $78146.74     | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7525                                                        | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58506 | PA      | $49777.63     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA7589                                                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    712076 | PA      | $607254.08    | 0.26%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                      | EXXON MOBIL CORP 4.114000% 03/01/2046                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74087.63     | 0.03%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA6397                                                        | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72788 | PA      | $61824.53     | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7568                                                        | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236414 | PA      | $241069.10    | 0.10%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AB9016                                                         | CUSIP: 31417GAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205503 | PA      | $187658.46    | 0.08%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5763                                                      | CUSIP: 36179UML3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33649 | PA      | $31833.14     | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5818                                                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61784 | PA      | $60695.72     | 0.03%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AB6802                                                         | CUSIP: 31417DRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87688 | PA      | $82457.38     | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                | AEP TRANSMISSION CO LLC 5.375000% 06/15/2035                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56335.86     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H052694<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $151099.25    | 0.07%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES9 RCKT 2024-CES9 A1A                                  | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    264528 | PA      | $266904.45    | 0.12%             | 2044-12-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29908 | PA      | $26725.73     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237491 | PA      | $239790.46    | 0.10%             | 2069-04-25      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                           | RYDER SYSTEM INC MTN 5.250000% 06/01/2028                                         | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364620.30    | 0.16%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB2664                                                         | CUSIP: 3140QM6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148252 | PA      | $129861.07    | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.375000% 04/15/2029                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19365.23     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8131.76      | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2024-CES6 TPMT 2024-CES6 A1                             | CUSIP: 891947AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398399 | PA      | $401901.78    | 0.17%             | 2064-11-25      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                        | AMRIZE FINANCE US LLC 144A 4.950000% 04/07/2030                                   | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469514.15    | 0.20%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 6.490000% 09/13/2029                                                 | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    582000 | PA      | $616916.40    | 0.27%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1850                                                         | CUSIP: 3140XHBU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    305445 | PA      | $301375.50    | 0.13%             | 2050-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    365202 | PA      | $310086.92    | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    555298 | PA      | $524686.89    | 0.23%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 4.780000% 02/15/2035                                   | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74089.29     | 0.03%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 3.300000% 04/01/2027                                                 | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187884.43    | 0.08%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2024-4 SEMT 2024-4 A4                                      | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193519 | PA      | $195754.19    | 0.08%             | 2054-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                    | FHF ISSUER TRUST 2025-1 FHF 2025-1A D                                             | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $142616.98    | 0.06%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G07668                                                   | CUSIP: 3128M9Z96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71787 | PA      | $70916.88     | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 4.900000% 03/15/2030                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112093.12    | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                          | EOG RESOURCES INC 4.150000% 01/15/2026                                            | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49943.32     | 0.02%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.875000% 07/31/2030                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    635000 | PA      | $639911.33    | 0.28%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                               | ING GROEP NV 6.114000% 09/11/2034                                                 | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $320963.60    | 0.14%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254463.83    | 0.11%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8079                                                        | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103862 | PA      | $83457.35     | 0.04%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                             | FLATIRON CLO 19 LTD FLAT 2019-1A AR2                                              | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    288554 | PA      | $288474.43    | 0.12%             | 2034-11-16      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H050698<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    850000 | PA      | $841034.38    | 0.36%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335808 | PA      | $336437.78    | 0.15%             | 2040-12-09      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1938                                                         | CUSIP: 3140XHEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418590 | PA      | $351851.35    | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5473 BF                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    273872 | PA      | $275091.44    | 0.12%             | 2054-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    969000 | PA      | $866952.19    | 0.37%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 5.678000% 01/23/2035                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    192000 | PA      | $200092.56    | 0.09%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                                  | TRANSCONTINENTAL GAS PIPE LINE CO LLC 7.850000% 02/01/2026                        | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50312.26     | 0.02%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL6663                                                         | CUSIP: 3138EPMM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65312 | PA      | $64442.00     | 0.03%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2025-CCM1 JPMMT 2025-CCM1 A4                             | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430444 | PA      | $432703.96    | 0.19%             | 2055-06-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                  | ELMWOOD CLO 23 LTD ELM23 2023-2A AR                                               | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    514000 | PA      | $513844.77    | 0.22%             | 2036-04-16      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026           | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    150000 | PA      | $146909.60    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    457000 | PA      | $470661.38    | 0.20%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                               | BROOKLYN UNION GAS CO/THE 144A 3.407000% 03/10/2026                               | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248153.00    | 0.11%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                              | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM3 A1                      | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    124065 | PA      | $123744.47    | 0.05%             | 2062-07-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ROLLINS, INC.                                                                | ROLLINS INC 5.250000% 02/24/2035                                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156031.06    | 0.07%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 7.125000% 12/01/2031                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20848.05     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                                           | PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030                           | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244047 | PA      | $240821.38    | 0.10%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                 | WILLIAMS COS INC/THE 7.500000% 01/15/2031                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11322.83     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3456                                                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    120944 | PA      | $118904.97    | 0.05%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST                                                 | FS COMMERCIAL MORTGAGE TRUST 2023-4SZN FS 2023-4SZN B                             | CUSIP: 30334RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $163961.58    | 0.07%             | 2039-11-10      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                           | PUBLIC SERVICE CO OF OKLAHOMA 5.450000% 01/15/2036                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106274.06    | 0.05%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8672                                                         | CUSIP: 3140XCT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    191294 | PA      | $181035.24    | 0.08%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                   | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12126.37     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1590                                                         | CUSIP: 3140XGXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    371762 | PA      | $312367.93    | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 11/15/2034                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2316000 | PA      | $2331198.75   | 1.01%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.192000% 04/17/2031                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    257000 | PA      | $264909.16    | 0.11%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JWN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180987.37    | 0.08%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                      | MF1 2025-FL17 LLC MF1 2025-FL17 B                                                 | CUSIP: 55287HAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198694.80    | 0.09%             | 2040-02-18      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 11.750000% 01/31/2029                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105482.40    | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA4950                                                         | CUSIP: 3140QCQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84021 | PA      | $76754.65     | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7565                                                        | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    568934 | PA      | $580664.40    | 0.25%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20C 1                       | CUSIP: 83162CWD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    169567 | PA      | $162674.50    | 0.07%             | 2034-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM4097                                                         | CUSIP: 3140J8RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320840 | PA      | $314165.24    | 0.14%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146024 | PA      | $129077.23    | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                         | FERGUSON FINANCE PLC 144A 3.250000% 06/02/2030                                    | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | NUSS              | US        |    230000 | PA      | $217718.47    | 0.09%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1757743 | PA      | $1403478.65   | 0.61%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 4.800000% 05/01/2030                                     | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162391.99    | 0.07%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120089.29    | 0.05%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                                        | ALTICE FINANCING SA 144A 5.750000% 08/15/2029                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |     24000 | PA      | $19020.00     | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                         | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107203.32    | 0.05%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B2                        | CUSIP: 64828GBB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164856 | PA      | $160602.00    | 0.07%             | 2059-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 787131                                                      | CUSIP: 3622ACY46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    541799 | PA      | $531313.85    | 0.23%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    410497 | PA      | $358384.00    | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    437857 | PA      | $370741.49    | 0.16%             | 2066-05-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027                                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152961.15    | 0.07%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-3 LTD BCC 2021-3A AR                                 | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260404.56    | 0.11%             | 2034-07-24      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8480                                                         | CUSIP: 3140XCM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50591 | PA      | $44306.92     | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8027.58      | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6477                                                      | CUSIP: 36179VFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13357 | PA      | $13065.20     | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.000000% 07/31/2032                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    650000 | PA      | $652742.19    | 0.28%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 1.750000% 01/20/2031                                   | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113340.01    | 0.05%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53496.87     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                   | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2A            | CUSIP: 78413MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $166057.63    | 0.07%             | 2043-01-05      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH LLC                                                           | JG WENTWORTH XLII LLC HENDR 2018-2A B                                             | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134620 | PA      | $122381.88    | 0.05%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL9621                                                         | CUSIP: 3138ERVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48367 | PA      | $47641.13     | 0.02%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2014-6 Z                                                    | CUSIP: 3136AH6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130639 | PA      | $116022.94    | 0.05%             | 2044-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 1.500000% 06/03/2030                                               | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26786.12     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                  | TRICON AMERICAN HOMES 2020-SFR2 TRUST TAH 2020-SFR2 A                             | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    202072 | PA      | $190660.58    | 0.08%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                    | NORTHERN STATES POWER CO/MN 5.050000% 05/15/2035                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111145.37    | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-116562.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                            | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $494543.30    | 0.21%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                    | LIBERTY MUTUAL GROUP INC 144A 4.569000% 02/01/2029                                | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271601.09    | 0.12%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16562 | PA      | $15075.09     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP 4.837000% 10/01/2041                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185870.18    | 0.08%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                        | BANK5 2023-5YR2 BANK5 2023-5YR2 A3                                                | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733000 | PA      | $775775.61    | 0.33%             | 2056-07-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12199 | PA      | $12277.87     | 0.01%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30389 | PA      | $29243.93     | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                      | AMERICAN AIRLINES INC 144A 8.500000% 05/15/2029                                   | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73356.22     | 0.03%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                          | MOODY'S CORP 3.250000% 05/20/2050                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    235000 | PA      | $154899.48    | 0.07%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BDS LTD                                                                      | BDS 2025-FL15 LLC BDS 2025-FL15 C                                                 | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230212.75    | 0.10%             | 2043-03-19      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H040699<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    825000 | PA      | $769394.30    | 0.33%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.950000% 12/05/2044                                               | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122861.90    | 0.05%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                   | AVIATION CAPITAL GROUP LLC 144A 4.800000% 10/24/2030                              | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    576000 | PA      | $575742.30    | 0.25%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8726                                                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73378 | PA      | $74288.14     | 0.03%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024-5C31 A3                                 | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $517796.78    | 0.22%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F030694<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    875000 | PA      | $758304.58    | 0.33%             | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                        | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76956 | PA      | $74559.56     | 0.03%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 3.450000% 04/13/2029                                               | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19716.57     | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71415 | PA      | $60683.43     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28341.25     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                             | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.375000% 04/01/2026                 | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123335.70    | 0.05%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                       | TACO BELL FUNDING LLC BELL 2021-1A A2II                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    424440 | PA      | $391797.89    | 0.17%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                               | DRYDEN 68 CLO LTD DRSLF 2019-68A ARR                                              | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249925.75    | 0.11%             | 2035-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM9356                                                         | CUSIP: 3140XDME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118683 | PA      | $115983.07    | 0.05%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                 | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 AAB                         | CUSIP: 36264KAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    234965 | PA      | $223387.60    | 0.10%             | 2053-12-12      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1143                                                        | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     46843 | PA      | $45750.84     | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                              | PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A1                            | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     48380 | PA      | $48369.81     | 0.02%             | 2030-10-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033           | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253805.04    | 0.11%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS PASS-THROUGH TRUST 144A 7.507000% 01/10/2032                                  | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250639 | PA      | $267987.93    | 0.12%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55551 | PA      | $50272.71     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.875000% 05/15/2043                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2633000 | PA      | $2334113.37   | 1.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |        59 | NS      | $58.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q49596                                                   | CUSIP: 3132WPUW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9597 | PA      | $9429.35      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                      | AMERICAN TOWER TRUST #1 144A 5.490000% 03/15/2028                                 | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $357386.13    | 0.15%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0385                                                        | CUSIP: 3132CWNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    222150 | PA      | $214804.62    | 0.09%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2020-3 JPMMT 2020-3 A3A                                  | CUSIP: 46592AAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53463 | PA      | $46528.50     | 0.02%             | 2050-08-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | WI TREASURY SEC. 4.000000% 08/31/2032                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2585000 | PA      | $2576517.97   | 1.11%             | 2032-08-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75430 | PA      | $68609.03     | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO                             | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $355895.76    | 0.15%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                        | CHENIERE ENERGY INC 4.625000% 10/15/2028                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19981.08     | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.300000% 06/01/2027                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58109.55     | 0.03%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20629.80     | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL9572                                                         | CUSIP: 3138ERT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31858 | PA      | $31915.24     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                            | MORGAN STANLEY PRIVATE BANK NA 4.466000% 07/06/2028                               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90399.35     | 0.04%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ5731                                                         | CUSIP: 3140KRLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175427 | PA      | $149497.12    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                             | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.875000% 04/01/2029                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49840.19     | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 10.000000% 11/15/2029          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169260.48    | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 4.500000% 04/15/2030                                               | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20247.05     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS4583                                                         | CUSIP: 3138WECV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81710 | PA      | $77918.80     | 0.03%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B13 MORTGAGE TRUST BMARK 2019-B13 A4                               | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    592000 | PA      | $558771.28    | 0.24%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                           | AMERICAN HONDA FINANCE CORP MTN 5.150000% 07/09/2032                              | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    346000 | PA      | $352511.99    | 0.15%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS9760                                                         | CUSIP: 3138WKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14520 | PA      | $14295.84     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT1748                                                        | CUSIP: 3132AD5H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112624 | PA      | $113154.06    | 0.05%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                          | PHILLIPS 66 CO 3.550000% 10/01/2026                                               | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230177.29    | 0.10%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A                                    | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    216180 | PA      | $214559.37    | 0.09%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1                                 | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284963 | PA      | $290272.13    | 0.13%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                                     | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANC 8.250000% 10/01/2031           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10398.66     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.412000% 03/31/2031                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49876.18     | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 5.288000% 04/25/2034                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262595.54    | 0.11%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BC1457                                                         | CUSIP: 3140EVTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    109159 | PA      | $98173.15     | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-RCF1 LLC PRPM 2024-RCF1 A1                                              | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    417428 | PA      | $410845.42    | 0.18%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.412000% 03/31/2031                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182593.12    | 0.08%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD4709                                                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    154044 | PA      | $156755.36    | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11452 | PA      | $10855.16     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD6706                                                        | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236610 | PA      | $228069.91    | 0.10%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                               | SMRT 2022-MINI SMRT 2022-MINI D                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $208687.50    | 0.09%             | 2039-01-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                          | CHEVRON CORP 3.078000% 05/11/2050                                                 | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6668.25      | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F022691<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    775000 | PA      | $644129.00    | 0.28%             | 2055-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                     | DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027                                      | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227618.39    | 0.10%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX TRUST 2024-BIO BX 2024-BIO B                                                   | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $219935.01    | 0.09%             | 2041-02-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                       | CONOCOPHILLIPS CO 5.550000% 03/15/2054                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74008.71     | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                      | SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 SGCMS 2016-C5 A3                  | CUSIP: 78419CAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    187801 | PA      | $185915.89    | 0.08%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A                                         | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     67459 | PA      | $67134.96     | 0.03%             | 2057-04-25      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 2.350000% 01/15/2027                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254142.40    | 0.11%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 4.100000% 05/15/2032                                          | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96208.36     | 0.04%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8045                                                      | CUSIP: 36179W5E4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     77596 | PA      | $72960.81     | 0.03%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB4103                                                         | CUSIP: 3140QPRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74595 | PA      | $74982.85     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8864                                                         | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68823 | PA      | $58335.50     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135421.18    | 0.06%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEDRION S.P.A.                                                               | KEDRION SPA 144A 6.500000% 09/01/2029                                             | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | NUSS              | IT        |     55000 | PA      | $53981.43     | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.100000% 04/13/2062                                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    374000 | PA      | $290826.82    | 0.13%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F042699<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1925000 | PA      | $1851852.71   | 0.80%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                           | SUBWAY FUNDING LLC SUBWAY 2024-1A A2II                                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175672 | PA      | $179857.67    | 0.08%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                            | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $58292.50     | 0.03%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                          | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164348.48    | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                          | KINDER MORGAN INC 4.300000% 03/01/2028                                            | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80284.84     | 0.03%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD0958                                                        | CUSIP: 3132DNB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    101720 | PA      | $93025.74     | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1749                                                        | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80618 | PA      | $68074.30     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 5.625000% 04/15/2053                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233905.76    | 0.10%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                       | NSTAR ELECTRIC CO 3.950000% 04/01/2030                                            | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227961.49    | 0.10%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ5 GSMBS 2025-PJ5 A5                    | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328017 | PA      | $330195.24    | 0.14%             | 2055-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                          | CBRE SERVICES INC 4.800000% 06/15/2030                                            | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66945.49     | 0.03%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2022-NQM7 TRUST OBX 2022-NQM7 A1                                              | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131155 | PA      | $130716.06    | 0.06%             | 2062-08-25      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.250000% 02/01/2032                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43299.44     | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    592000 | PA      | $564250.00    | 0.24%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ1567                                                         | CUSIP: 3140KLW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    269929 | PA      | $238773.29    | 0.10%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108573.89    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                                         | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                      | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250297.00    | 0.11%             | 2034-10-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    386052 | PA      | $321143.97    | 0.14%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     31648 | PA      | $31033.23     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3936                                                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83527 | PA      | $75052.67     | 0.03%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2595                                                         | CUSIP: 3140XH3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80937 | PA      | $68128.14     | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4330                                                         | CUSIP: 3140X7Y45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141540 | PA      | $120116.96    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5399                                                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24721 | PA      | $24256.59     | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC AVIATION CAPITAL FINANCE DAC 144A 5.700000% 07/25/2033                       | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | NUSS              | IE        |    145000 | PA      | $150107.83    | 0.06%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 841090                                               | CUSIP: 31288QF70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136964 | PA      | $141016.95    | 0.06%             | 2046-10-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.950000% 12/05/2044                                               | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29031.28     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    109000 | PA      | $72155.41     | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16077 | PA      | $14909.28     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  01/15/2030                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    479000 | PA      | $575892.36    | 0.25%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                              | SINCLAIR TELEVISION GROUP INC 144A 8.125000% 02/15/2033                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5122.50      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                           | EXELON CORP 5.100000% 06/15/2045                                                  | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    328000 | PA      | $299673.15    | 0.13%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6635                                                         | CUSIP: 3140QELR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    402998 | PA      | $342006.10    | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST                                               | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA BOCA 2024-BOCA A                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190000 | PA      | $190831.25    | 0.08%             | 2041-08-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 2.500000% 04/15/2027                                           | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29345.77     | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.750000% 01/15/2029           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4970.50      | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5876                                                         | CUSIP: 3140XMQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86578 | PA      | $72674.85     | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 3.650000% 12/01/2027                                          | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29737.95     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31968 | PA      | $29913.11     | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8037                                                        | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86148 | PA      | $72114.41     | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4726                                                         | CUSIP: 3140X8HC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71984 | PA      | $70438.86     | 0.03%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN 555647                                                         | CUSIP: 31385XHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49998 | PA      | $49793.49     | 0.02%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6871                                                         | CUSIP: 3140QET51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105669 | PA      | $99477.74     | 0.04%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 3.593000% 07/21/2028                                     | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89015.57     | 0.04%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    266000 | PA      | $191926.87    | 0.08%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    181580 | PA      | $154275.21    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11537 | PA      | $10936.16     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                  | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 5.672000% 12/01/2052                  | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292658.80    | 0.13%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                              | BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030                               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19559.02     | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                             | AMMC CLO 24 LTD AMMC 2021-24A AR                                                  | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325513.18    | 0.14%             | 2035-01-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| PASADENA TEX INDPT SCH DIST                                                  | PASADENA TX INDEP SCH DIST PASADENA INDEPENDENT SCHOOL DISTRICT                   | CUSIP: 702334HA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $49587.37     | 0.02%             | 2053-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                            | PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44849.75     | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                        | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20761.53     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRTH MORTGAGE TRUST                                                          | NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A                                    | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $120004.33    | 0.05%             | 2039-03-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6928                                                         | CUSIP: 3140XNVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    975967 | PA      | $819234.06    | 0.35%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20B 1                       | CUSIP: 83162CTB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16321 | PA      | $16263.08     | 0.01%             | 2030-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20F 1                       | CUSIP: 83162CXB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52862 | PA      | $50143.44     | 0.02%             | 2035-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.250000% 08/22/2057                                               | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8147.21      | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85279 | PA      | $86540.08     | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $379366.41    | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | DOMINION ENERGY INC 6.200000% 02/15/2056                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124528.17    | 0.05%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q53595                                                   | CUSIP: 3132XV7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    360856 | PA      | $332978.26    | 0.14%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2                                              | CUSIP: 67114VAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $93287.14     | 0.04%             | 2061-11-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44177 | PA      | $38901.51     | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2608000 | PA      | $2612482.50   | 1.13%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXX APID XXXA A1AR                                                     | CUSIP: 03768CAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    162666 | PA      | $162551.47    | 0.07%             | 2031-10-18      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2395                                                        | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80882 | PA      | $80518.95     | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.250000% 10/22/2026                                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50023.17     | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA7883                                                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     74030 | PA      | $67668.68     | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                                  | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105314.73    | 0.05%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.658000% 05/24/2028                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20121.14     | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3206                                                        | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    360892 | PA      | $290538.93    | 0.13%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.46     | 0.00%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                     | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $56005.64     | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 5.439000% 02/15/2035                     | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $247142.90    | 0.11%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10A 1                                 | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $340340.40    | 0.15%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT0794                                                        | CUSIP: 3132AC3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    128057 | PA      | $125624.08    | 0.05%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K124 X1                   | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2973380 | PA      | $93619.55     | 0.04%             | 2030-12-25      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5877                                                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9231 | PA      | $9069.23      | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                             | PLANET FITNESS MASTER ISSUER LLC PLNT 2024-1A A2I                                 | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    491288 | PA      | $501036.61    | 0.22%             | 2054-06-05      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373720.51    | 0.16%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11952 | PA      | $12055.05     | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.565000% 06/14/2030                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181938.24    | 0.08%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1022000 | PA      | $991419.84    | 0.43%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                               | ARES TRUST 2025-IND3 ARES1 2025-IND3 A                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328000 | PA      | $328307.50    | 0.14%             | 2042-04-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8429                                                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72578 | PA      | $73290.15     | 0.03%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $20853906.25  | 9.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99054                                                   | CUSIP: 3132H7BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    118207 | PA      | $112732.95    | 0.05%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                           | UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST 4.000000% 04/11/2026            | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381089 | PA      | $380323.21    | 0.16%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2022-NQM6 TRUST OBX 2022-NQM6 A1                                              | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131468 | PA      | $132663.08    | 0.06%             | 2062-07-25      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.250000% 11/15/2031                                             | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8747.21      | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 841089                                               | CUSIP: 31288QF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63592 | PA      | $65595.66     | 0.03%             | 2047-06-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS7313                                                         | CUSIP: 3138WHDT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82370 | PA      | $76622.83     | 0.03%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $224926.39    | 0.10%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035           | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    413000 | PA      | $430354.21    | 0.19%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                   | DUKE ENERGY CAROLINAS LLC 3.950000% 03/15/2048                                    | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     98000 | PA      | $76399.59     | 0.03%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                   | CLOUD CAPITAL HOLDCO LP CLDCD 2024-1A A2                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $163426.43    | 0.07%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 7.000000% 03/10/2055                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67668.12     | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 JPMDB 2017-C7 XA               | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1172901 | PA      | $14959.77     | 0.01%             | 2050-10-15      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2005-2 M9                | CUSIP: 94981PAM2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    243643 | PA      | $243495.72    | 0.11%             | 2034-12-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA4703                                                        | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    225585 | PA      | $181608.75    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2025-HE3 FIGRE 2025-HE3 A                                             | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    393794 | PA      | $398386.81    | 0.17%             | 2055-05-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033                     | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105826.74    | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN 890843                                                         | CUSIP: 31410LWC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32128 | PA      | $28734.28     | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20G 1                       | CUSIP: 83162CUD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77352 | PA      | $76242.25     | 0.03%             | 2031-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |    180000 | PA      | $164275.31    | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                               | ECOPETROL SA 4.625000% 11/02/2031                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    120000 | PA      | $105301.13    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO LLC                                                               | CLOVER CLO 2021-3 LLC CLVR 2021-3A AR                                             | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300229.50    | 0.13%             | 2035-01-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    675000 | PA      | $661156.97    | 0.29%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                        | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR8 2A1A             | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    443219 | PA      | $424060.16    | 0.18%             | 2045-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB2668                                                        | CUSIP: 3133A86D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    192848 | PA      | $162503.38    | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                        | MASSACHUSETTS ST EDUCTNL FING MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY       | CUSIP: 57563RSP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $285364.32    | 0.12%             | 2027-07-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6497                                                         | CUSIP: 3140XAGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184685 | PA      | $149599.72    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BP2319                                                         | CUSIP: 3140K9SH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45917 | PA      | $40411.20     | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 BS8420                                                      | CUSIP: 3617MKK99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24871 | PA      | $23302.71     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3444                                                         | CUSIP: 3140X6ZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74534 | PA      | $68131.98     | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                       | CONOCOPHILLIPS CO 5.500000% 01/15/2055                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    124000 | PA      | $116841.95    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM2336                                                         | CUSIP: 3140X5S20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60487 | PA      | $57380.41     | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                            | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119175 | PA      | $112488.99    | 0.05%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2024-SFR1 TRUST AMSR 2024-SFR1 A                                             | CUSIP: 00179CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    487000 | PA      | $483189.81    | 0.21%             | 2041-07-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                         | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19779.64     | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050                       | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15470.69     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                     | DIAMONDBACK ENERGY INC 3.250000% 12/01/2026                                       | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9880.93      | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS4367                                                         | CUSIP: 3140XKZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346720 | PA      | $340250.93    | 0.15%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152343 | PA      | $123708.82    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB1301                                                         | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144375 | PA      | $121525.44    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS7271                                                         | CUSIP: 3140XPCH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    516280 | PA      | $490923.14    | 0.21%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.500000% 03/17/2035                            | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321956.97    | 0.14%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 3.64 2/27/26                                                     | FWDP 2Y RTP 3.64 2/27/26 EXPIRATION: 2/27/2026                                    | CUSIP: SWP121AT4<br>LEI: N/A                  | N/A              | DIR              |  | US        |   5380000 | NC      | $29554.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS TRUST                                                                  | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 BBCMS 2019-C3 A3                       | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    569000 | PA      | $551979.22    | 0.24%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6780                                                         | CUSIP: 3140XARA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59653 | PA      | $50512.92     | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034           | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116639.50    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                             | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025                   | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |      2499 | PA      | $2496.34      | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40548.20     | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                      | GA GLOBAL FUNDING TRUST 144A 5.500000% 01/08/2029                                 | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    521000 | PA      | $538042.89    | 0.23%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8045                                                        | CUSIP: 3132DV5E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    272227 | PA      | $248674.80    | 0.11%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19500.51     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                                  | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159949.68    | 0.07%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX FUNDING, LLC                                               | RENTOKIL TERMINIX FUNDING LLC 144A 5.000000% 04/28/2030                           | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458279.22    | 0.20%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1244.62      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL6301                                                         | CUSIP: 3138EPAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36575 | PA      | $36451.62     | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-6 LTD BCC 2021-6A A1R                                | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275334.13    | 0.12%             | 2034-10-21      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2022-NQM5 TRUST CSMC 2022-NQM5 A1                                            | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    151216 | PA      | $151035.54    | 0.07%             | 2067-05-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H030690<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75000 | PA      | $66479.96     | 0.03%             | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AP2422                                                         | CUSIP: 3138M5VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48075 | PA      | $45197.13     | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G60804                                                   | CUSIP: 31335A3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    126899 | PA      | $127250.91    | 0.05%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3607                                                        | CUSIP: 3133KKAG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    154084 | PA      | $135978.44    | 0.06%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                           | DIAMOND ISSUER SHINE 2021-1A A                                                    | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25000 | PA      | $23776.42     | 0.01%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M2                        | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110000 | PA      | $114159.10    | 0.05%             | 2042-02-25      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159666.53    | 0.07%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5230 PE                                                    | CUSIP: 3137H7XD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    100000 | PA      | $82068.40     | 0.04%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                  | TRICON AMERICAN HOMES 2019-SFR1 TRUST TAH 2019-SFR1 A                             | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    282189 | PA      | $279499.94    | 0.12%             | 2038-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                      | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1               | CUSIP: 86358BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80319 | PA      | $79046.97     | 0.03%             | 2037-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 4.550000% 04/17/2026                                                 | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    250000 | PA      | $250347.61    | 0.11%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8256                                                        | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    907811 | PA      | $849020.55    | 0.37%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC.                                                               | KKR & CO INC 5.100000% 08/07/2035                                                 | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    511000 | PA      | $506966.21    | 0.22%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS3162                                                         | CUSIP: 3140XJQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83128 | PA      | $69779.14     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2025-NPL7 LLC PRET 2025-NPL7 A1                                              | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108411 | PA      | $108858.20    | 0.05%             | 2055-07-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                            | AIA GROUP LTD MTN 5.375000% 04/05/2034                                            | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    276000 | PA      | $285736.57    | 0.12%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 CG3425                                                      | CUSIP: 3617WGYW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    108227 | PA      | $92015.60     | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT0657                                                        | CUSIP: 3132ACWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79233 | PA      | $84035.39     | 0.04%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 2.150000% 02/03/2032                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8470.09      | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                                        | ALTICE FINANCING SA 144A 5.000000% 01/15/2028                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |      7000 | PA      | $5715.85      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 3.300000% 04/13/2027                                               | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9917.82      | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    149132 | PA      | $151113.54    | 0.07%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                               | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $143700.00    | 0.06%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590522.03    | 0.25%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | BANK OF NEW YORK MELLON CORP/THE MTN 4.289000% 06/13/2033                         | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97673.41     | 0.04%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                               | DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A A                                | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $273036.41    | 0.12%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 4.050000% 05/03/2029                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50124.24     | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 4.800000% 08/03/2028                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76419.46     | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                           | DTE ENERGY CO 4.875000% 06/01/2028                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195284.19    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026                                    | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19867.16     | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                               | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.550000% 05/01/2028           | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    542000 | PA      | $558822.48    | 0.24%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST II                                           | PEACHTREE CORNERS FUNDING TRUST II 144A 6.012000% 05/15/2035                      | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $265340.63    | 0.11%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    114434 | PA      | $103513.55    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Limited                                           | TRANSOCEAN TITAN FINANCING LTD 144A 8.375000% 02/01/2028                          | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      6476 | PA      | $6647.06      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ7 GSMBS 2025-PJ7 A5                    | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    318888 | PA      | $320572.49    | 0.14%             | 2055-12-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5594                                                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     66425 | PA      | $61293.94     | 0.03%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42074.79     | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15927 | PA      | $14962.96     | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                     | ANGEL OAK MORTGAGE TRUST 2022-4 AOMT 2022-4 A1                                    | CUSIP: 03465KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    458696 | PA      | $466166.60    | 0.20%             | 2067-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19859.31     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GINNIE MAE I POOL GN 784605                                                       | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     90759 | PA      | $89810.22     | 0.04%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-B22 MORTGAGE TRUST BMARK 2020-B22 ASB                              | CUSIP: 08163BBD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    474000 | PA      | $440777.39    | 0.19%             | 2054-01-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5630                                                         | CUSIP: 3140XMHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433026 | PA      | $423206.41    | 0.18%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5038 PJ                                                    | CUSIP: 3137FXP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    271471 | PA      | $193408.56    | 0.08%             | 2050-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB1878                                                         | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68093 | PA      | $59549.70     | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7794                                                         | CUSIP: 3140XBUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    311392 | PA      | $295561.14    | 0.13%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q42618                                                   | CUSIP: 3132WF4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    144216 | PA      | $128933.82    | 0.06%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 786916                                                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    167700 | PA      | $170247.79    | 0.07%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-NQM4 TRUST PRPM 2024-NQM4 A1                                            | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    361588 | PA      | $364015.69    | 0.16%             | 2069-12-26      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                       | MCDONALD'S CORP MTN 4.700000% 12/09/2035                                          | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54131.54     | 0.02%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB2563                                                         | CUSIP: 3140QMZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223385 | PA      | $192068.85    | 0.08%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM9461                                                         | CUSIP: 3140XDQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    340143 | PA      | $308981.30    | 0.13%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS, INC.                                            | CONSOLIDATED COMMUNICATIONS INC 144A 5.000000% 10/01/2028                         | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30279.06     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MB0024                                                      | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    340418 | PA      | $327912.34    | 0.14%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.375000% 08/15/2043                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3922000 | PA      | $3708434.86   | 1.60%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0273                                                         | CUSIP: 3140XFJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    222093 | PA      | $188628.10    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30205.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 2.700000% 04/15/2030                                           | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18804.07     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 5.150000% 04/15/2034                                             | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40435.66     | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3400                                                        | CUSIP: 3132DQX50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84345 | PA      | $81657.78     | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB4847                                                        | CUSIP: 3133ABL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133626 | PA      | $111197.71    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.500000% 04/15/2031                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302518.95    | 0.13%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM3 TRUST OBX 2024-NQM3 A3                                              | CUSIP: 67118KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64993 | PA      | $65746.12     | 0.03%             | 2063-12-25      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 A4                                 | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112515 | PA      | $112224.66    | 0.05%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    167000 | PA      | $168187.13    | 0.07%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8287                                                        | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1388316 | PA      | $1339645.13   | 0.58%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                      | EXXON MOBIL CORP 3.482000% 03/19/2030                                             | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39125.46     | 0.02%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT LIMITED                                                       | LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SOLRR 2021-1 A                   | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | IE        |    169217 | PA      | $159696.61    | 0.07%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 7.000000% 01/15/2030                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61834.74     | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5135                                                      | CUSIP: 36179TV44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    142381 | PA      | $128012.41    | 0.06%             | 2048-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                            | CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $272296.87    | 0.12%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                               | CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031                                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9633.38      | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 4.150000% 10/15/2028                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40110.01     | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2021-I LTD CIFC 2021-1A A1R                                          | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250764.00    | 0.11%             | 2037-07-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53091.28     | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC.                                                                    | SNAP INC 144A 6.875000% 03/01/2033                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30318.90     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                  | OCP CLO 2015-10 LTD OCP 2015-10A AR3                                              | CUSIP: 67092DBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $561268.40    | 0.24%             | 2038-01-26      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM5019                                                         | CUSIP: 3140J9SH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    311026 | PA      | $298011.64    | 0.13%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20B 1                       | CUSIP: 83162CZF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193921 | PA      | $182347.12    | 0.08%             | 2038-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RB0714                                                        | CUSIP: 3133KTYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73433 | PA      | $63137.98     | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                      | VIRGINIA POWER FUEL SECURITIZATION LLC 4.877000% 05/01/2031                       | CUSIP: 92808VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $396310.17    | 0.17%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB5443                                                        | CUSIP: 3133ACBL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    225892 | PA      | $189569.61    | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB2857                                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244927 | PA      | $206791.43    | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2023-NQM7 TRUST OBX 2023-NQM7 A1                                              | CUSIP: 67117XAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    142440 | PA      | $144051.96    | 0.06%             | 2063-04-25      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.000000% 06/15/2030           | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4770.19      | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3645                                                         | CUSIP: 3140X7BP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91659 | PA      | $87705.94     | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210351.45    | 0.09%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9177.13      | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM, L.L.C.                                        | GULFSTREAM NATURAL GAS SYSTEM LLC 144A 5.600000% 07/23/2035                       | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592000 | PA      | $598578.07    | 0.26%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20A 1                       | CUSIP: 83162CZC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127617 | PA      | $120406.06    | 0.05%             | 2038-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1248                                                         | CUSIP: 3140XGL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69537 | PA      | $63524.84     | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1100                                                        | CUSIP: 3132DNGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    579121 | PA      | $489471.03    | 0.21%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2021-SFR3 TRUST FKH 2021-SFR3 A                                    | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    258082 | PA      | $250802.56    | 0.11%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6214                                                         | CUSIP: 3140XM3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    468074 | PA      | $477362.91    | 0.21%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-4 SEMT 2025-4 A5                                      | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    308515 | PA      | $310213.87    | 0.13%             | 2055-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-2 SEMT 2025-2 A5                                      | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    333651 | PA      | $335365.44    | 0.14%             | 2055-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5647                                                         | CUSIP: 3140XMHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83993 | PA      | $85515.91     | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.000000% 05/31/2030                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6916000 | PA      | $7011905.49   | 3.03%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLAM LIMITED                                                                 | SLAM LTD SLAM 2024-1A A                                                           | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    216668 | PA      | $218628.18    | 0.09%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 2.900000% 01/15/2030                                          | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98532.95     | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 CGCMT 2019-C7 XA                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    977974 | PA      | $29621.74     | 0.01%             | 2072-12-15      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD0499                                                        | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    531080 | PA      | $470568.14    | 0.20%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                    | KRAFT HEINZ FOODS CO 4.250000% 03/01/2031                                         | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9846.37      | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026                                    | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29623.70     | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G30943                                                   | CUSIP: 3132J4HV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    100017 | PA      | $94667.29     | 0.04%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    278054 | PA      | $277634.46    | 0.12%             | 2036-09-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QC5830                                                        | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72813 | PA      | $61452.18     | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 5.600000% 02/21/2054                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36400.76     | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126886.08    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                          | KINDER MORGAN INC 5.850000% 06/01/2035                                            | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107023.28    | 0.05%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                             | COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE I 7.000000% 06/15/2027           | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9963.54      | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM1496                                                         | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90658 | PA      | $82826.77     | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 4.350000% 05/09/2027                                     | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20047.04     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-178 IO                          | CUSIP: 38380RFZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1075784 | PA      | $103555.59    | 0.04%             | 2060-10-16      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41265.32     | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS, INC.                                               | HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUT 8.750000% 05/01/2029           | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66692.08     | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                            | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $18526.32     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8204                                                        | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1066919 | PA      | $851886.43    | 0.37%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53447.05     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                          | ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030                           | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     20000 | PA      | $19454.52     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                 | COSTCO WHOLESALE CORP 1.600000% 04/20/2030                                        | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35971.94     | 0.02%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS4223                                                         | CUSIP: 3140XKVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350873 | PA      | $348259.84    | 0.15%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18539 | PA      | $18161.64     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 3.900000% 07/15/2027                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89335.40     | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.625000% 02/15/2029                                             | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37866.48     | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9412000 | PA      | $9164935.00   | 3.96%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2199                                                         | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36812 | PA      | $36054.94     | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4451                                                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12651 | PA      | $11732.68     | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7100                                                         | CUSIP: 3140XA3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96721 | PA      | $88995.47     | 0.04%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BK7700                                                         | CUSIP: 3140HMRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19840 | PA      | $19453.94     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                 | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SNK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111289.33    | 0.05%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76817 | PA      | $72812.71     | 0.03%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2472                                                         | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24044 | PA      | $22784.36     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                        | BANK5 TRUST 2024-5YR6 BANK5 2024-5YR6 C                                           | CUSIP: 066043AS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $104641.03    | 0.05%             | 2057-05-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0549                                                         | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78528 | PA      | $66308.87     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BO8911                                                         | CUSIP: 3140K43V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126269 | PA      | $117136.26    | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 5.000000% 01/21/2044                                     | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18970.35     | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA7502                                                         | CUSIP: 3140QFKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108771 | PA      | $104503.44    | 0.05%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QA8518                                                        | CUSIP: 3133A3PB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    118494 | PA      | $104403.61    | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-XL5 BX 2024-XL5 A                               | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    393508 | PA      | $393999.22    | 0.17%             | 2041-03-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37 WFCM 2016-C37 A4                   | CUSIP: 95000PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    153280 | PA      | $151602.78    | 0.07%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 AP1087                                                      | CUSIP: 36188MF46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48498 | PA      | $45491.42     | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                                     | MACQUARIE GROUP LTD MTN 5.033000% 01/15/2030                                      | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    280000 | PA      | $285854.64    | 0.12%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 3.550000% 05/01/2027                          | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    292000 | PA      | $288994.46    | 0.12%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                               | NNN REIT INC 4.600000% 02/15/2031                                                 | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320938.05    | 0.14%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31381.44     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2061                                                         | CUSIP: 3140XHJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62677 | PA      | $58775.48     | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0378                                                        | CUSIP: 3132CWM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    152310 | PA      | $150127.32    | 0.06%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1A                       | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32926 | PA      | $33151.09     | 0.01%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2024-7 SEMT 2024-7 A11                                     | CUSIP: 81748EAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144638 | PA      | $145116.87    | 0.06%             | 2054-08-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                            | CAPITAL ONE FINANCIAL CORP 6.312000% 06/08/2029                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    311000 | PA      | $326417.11    | 0.14%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX TRUST 2025-VLT6 BX 2025-VLT6 A                                                 | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    329000 | PA      | $328691.56    | 0.14%             | 2042-03-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8216                                                         | CUSIP: 3140XCDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286981 | PA      | $272329.08    | 0.12%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB3535                                                        | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    129927 | PA      | $104127.68    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4622                                                         | CUSIP: 3140X8D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189617 | PA      | $167845.79    | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 10/14/2025                                                | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4610000 | PA      | $4587599.23   | 1.98%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5019                                                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10836 | PA      | $10029.51     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5625                                                         | CUSIP: 3140XMHB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    437211 | PA      | $437099.63    | 0.19%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    116000 | PA      | $69341.72     | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NYC TRUST                                                                    | NYCT TRUST 2024-3ELV NYCT 2024-3ELV A                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100473.41    | 0.04%             | 2029-08-15      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                        | FOUNDRY JV HOLDCO LLC 144A 6.150000% 01/25/2032                                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    452000 | PA      | $479876.03    | 0.21%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS7948                                                         | CUSIP: 3140XPZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    576708 | PA      | $488360.96    | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                     | DIAMONDBACK ENERGY INC 5.150000% 01/30/2030                                       | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    535000 | PA      | $549511.83    | 0.24%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 3.700000% 04/15/2046                                               | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     96000 | PA      | $71262.59     | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA2868                                                         | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174612 | PA      | $168267.20    | 0.07%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14465 | PA      | $14566.86     | 0.01%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                            | OCTAGON INVESTMENT PARTNERS 40 LTD OCT40 2019-1A BRR                              | CUSIP: 67592BBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $289436.24    | 0.12%             | 2035-01-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                              | CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C2 AS                          | CUSIP: 12634NAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2173 | PA      | $2165.81      | 0.00%             | 2057-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2025-1A A2II                               | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $384373.80    | 0.17%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA7880                                                      | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    604978 | PA      | $495766.99    | 0.21%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6287                                                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13419 | PA      | $13513.67     | 0.01%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    404000 | PA      | $353831.41    | 0.15%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 5.700000% 02/10/2053                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22955.58     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                      | AON NORTH AMERICA INC 5.450000% 03/01/2034                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113519.21    | 0.05%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS3368                                                         | CUSIP: 3140XJW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80701 | PA      | $67914.38     | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                           | EXELON CORP 5.625000% 06/15/2035                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62032.61     | 0.03%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 AX3815                                                      | CUSIP: 36196FGY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     89934 | PA      | $82989.84     | 0.04%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F052698<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    600000 | PA      | $603423.05    | 0.26%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6997                                                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68995 | PA      | $63291.29     | 0.03%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 08/31/2030                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13239000 | PA      | $13194525.17  | 5.69%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115383 | PA      | $110515.16    | 0.05%             | 2059-09-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                       | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.73     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                 | MICHAELS COS INC/THE 144A 5.250000% 05/01/2028                                    | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    122000 | PA      | $96284.79     | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q31008                                                   | CUSIP: 3132QMDN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26464 | PA      | $25292.37     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                       | VERISK ANALYTICS INC 3.625000% 05/15/2050                                         | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    142000 | PA      | $101377.15    | 0.04%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 3.62 3/31/26                                                     | FWDP 2Y RTP 3.62 3/31/26 EXPIRATION: 3/31/2026                                    | CUSIP: SWP121BD8<br>LEI: N/A                  | N/A              | DIR              |  | US        |   5380000 | NC      | $6540.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                         | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB 6.750000% 08/15/2032            | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41473.76     | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5817                                                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26136 | PA      | $24714.19     | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BR5566                                                         | CUSIP: 3140L4FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70315 | PA      | $56602.66     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 4.850000% 07/15/2047                                             | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103135.56    | 0.04%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7554                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    381426 | PA      | $323304.31    | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                          | CHEVRON CORP 2.954000% 05/16/2026                                                 | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29754.08     | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                             | BALL CORP 3.125000% 09/15/2031                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27041.16     | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 144A 6.500000% 03/31/2032                                          | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | NUSS              | FR        |     25000 | PA      | $25438.85     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1866                                                         | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82860 | PA      | $75175.93     | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20591 | PA      | $20163.11     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                             | CD 2017-CD5 MORTGAGE TRUST CD 2017-CD5 A4                                         | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $176514.88    | 0.08%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.354000% 12/02/2028                         | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $482106.21    | 0.21%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    247000 | PA      | $257509.91    | 0.11%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.125000% 07/25/2028                                                | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89840.99     | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL CONTAINER INTERNATIONAL                                               | GCI FUNDING I LLC GCI 2021-1 A                                                    | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    281635 | PA      | $261170.70    | 0.11%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036                                  | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    665000 | PA      | $382700.19    | 0.17%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL4597                                                         | CUSIP: 3138EMDB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38148 | PA      | $36901.10     | 0.02%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                           | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C32 ASB             | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     78341 | PA      | $77829.90     | 0.03%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A                                             | CUSIP: 66981XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410000 | PA      | $404702.39    | 0.17%             | 2040-04-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB6899                                                         | CUSIP: 3140QSUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    449191 | PA      | $450076.94    | 0.19%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H022697<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1600000 | PA      | $1363814.70   | 0.59%             | 2055-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | GRAND CANYON UNIVERSITY 5.125000% 10/01/2028                                      | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14736.57     | 0.01%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70189.15     | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1281462 | NS      | $1281462.11   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                        | SWITCH ABS ISSUER LLC SWTCH 2024-1A A2                                            | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $305772.54    | 0.13%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 2.592000% 04/29/2031                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32357.80     | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81635 | PA      | $76913.12     | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                | CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19378.74     | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BR6523                                                         | CUSIP: 3140L5G91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159426 | PA      | $135231.93    | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                      | EXXON MOBIL CORP 3.043000% 03/01/2026                                             | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39769.29     | 0.02%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN 995243                                                         | CUSIP: 31416BS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25315 | PA      | $25323.06     | 0.01%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    151000 | PA      | $118215.41    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428002.56    | 0.18%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70524 | PA      | $62164.46     | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                     | SOUTHERN CO GAS CAPITAL CORP 4.950000% 09/15/2034                                 | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512807.25    | 0.22%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                        | ASHTEAD CAPITAL INC 144A 2.450000% 08/12/2031                                     | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |    529000 | PA      | $463560.85    | 0.20%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99124                                                   | CUSIP: 3132H7D68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    115642 | PA      | $108641.03    | 0.05%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1775                                                        | CUSIP: 3132DN6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84418 | PA      | $81795.34     | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73760 | PA      | $64523.01     | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                   | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    156000 | PA      | $126093.79    | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                           | EXELON CORP 4.700000% 04/15/2050                                                  | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     69000 | PA      | $57512.16     | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8786                                                         | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74391 | PA      | $62988.48     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35280.50     | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                         | ECHOSTAR CORP 10.750000% 11/30/2029                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18296.25     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $287751.56    | 0.12%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                   | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $216898.60    | 0.09%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    298171 | PA      | $283094.06    | 0.12%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | POST HOLDINGS INC 144A 6.250000% 02/15/2032                                       | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102736.90    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                     | NATIONAL SECURITIES CLEARING CORP 144A 5.000000% 05/30/2028                       | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    351000 | PA      | $360074.67    | 0.16%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6799                                                         | CUSIP: 3140QERV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105689 | PA      | $85249.30     | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2496                                                         | CUSIP: 3140XHX28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15842 | PA      | $15306.67     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78294 | PA      | $63004.74     | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                   | SIMON PROPERTY GROUP LP 1.750000% 02/01/2028                                      | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    501000 | PA      | $475432.41    | 0.21%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3171                                                        | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     83008 | PA      | $84285.11     | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26738.67     | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 4.550000% 05/15/2052                                          | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16150.29     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $324652.89    | 0.14%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                       | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042                      | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121924.35    | 0.05%             | 2042-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                              | BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050                               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31859.99     | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 3.150000% 03/01/2026                                                 | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19886.28     | 0.01%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F040693<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2975000 | PA      | $2777097.02   | 1.20%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA                           | CUSIP: 38378D2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     51500 | PA      | $5248.58      | 0.00%             | 2042-03-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH LLC                                                           | J.G. WENTWORTH XXXIX LLC HENDR 2017-2A B                                          | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    181508 | PA      | $164319.80    | 0.07%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                              | TRANSOCEAN INC 144A 8.750000% 02/15/2030                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |      7500 | PA      | $7940.15      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2022-RPL4 TRUST CSMC 2022-RPL4 A1                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    168856 | PA      | $161206.78    | 0.07%             | 2062-04-25      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                         | FERGUSON FINANCE PLC 144A 4.500000% 10/24/2028                                    | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | NUSS              | US        |    394000 | PA      | $395966.43    | 0.17%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76320 | PA      | $70020.56     | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                            | PIONEER NATURAL RESOURCES CO 1.125000% 01/15/2026                                 | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9881.18      | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS, L.P.                                              | SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINAN 5.000000% 06/01/2031           | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54876.83     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20116.47     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0338                                                         | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36780 | PA      | $35292.35     | 0.02%             | 2059-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC.                                                               | MODIVCARE INC 144A 5.000000% 10/01/2029                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    126000 | PA      | $3937.50      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Z40125                                                   | CUSIP: 3132FCD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    115742 | PA      | $119658.19    | 0.05%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-139 AL                          | CUSIP: 38383M3M8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100000 | PA      | $90289.31     | 0.04%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                     | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34889.86     | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.450000% 03/03/2026                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10004.58     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52883.94     | 0.02%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4869                                                         | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77146 | PA      | $77947.56     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 3.81 3/31/26                                                     | FWDP 5Y RTP 3.81 3/31/26 EXPIRATION: 3/31/26                                      | CUSIP: SWP121EB9<br>LEI: N/A                  | N/A              | DIR              |  | US        |   2285000 | NC      | $2059.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5215                                                         | CUSIP: 3140XLYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350249 | PA      | $342306.18    | 0.15%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                           | GLOBAL PARTNERS LP / GLP FINANCE CORP 144A 8.250000% 01/15/2032                   | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5259.93      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8264                                                        | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450419 | PA      | $407706.29    | 0.18%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                               | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                  | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    484810 | PA      | $488653.62    | 0.21%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 BX 2020-VIV3 B                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230000 | PA      | $216544.13    | 0.09%             | 2044-03-09      | Floating      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57454.32     | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 10/21/2025                                                | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1416944.55   | 0.61%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7560                                                        | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79070 | PA      | $74936.64     | 0.03%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB0671                                                         | CUSIP: 3140QKW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    388699 | PA      | $330531.92    | 0.14%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2022-SFR3 TRUST AMSR 2022-SFR3 A                                             | CUSIP: 66981YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    236000 | PA      | $234041.15    | 0.10%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                    | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |     60000 | PA      | $53276.60     | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A                           | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161968 | PA      | $163401.74    | 0.07%             | 2054-10-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.948000% 07/22/2028                                     | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $223916.15    | 0.10%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                     | COX COMMUNICATIONS INC 144A 3.350000% 09/15/2026                                  | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    231000 | PA      | $228406.04    | 0.10%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                            | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55755.74     | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 786134                                                      | CUSIP: 3622ABV33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     63016 | PA      | $55173.63     | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                           | NVIDIA CORP 2.850000% 04/01/2030                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19109.00     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                                                | PRUDENTIAL FUNDING ASIA PLC 3.125000% 04/14/2030                                  | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | NUSS              | HK        |    315000 | PA      | $301002.18    | 0.13%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES6 RCKT 2024-CES6 A1A                                  | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    198872 | PA      | $199641.91    | 0.09%             | 2044-09-25      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2463                                                         | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    315002 | PA      | $275555.54    | 0.12%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2023-III LTD CIFC 2023-3A A                                          | CUSIP: 12598YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    614000 | PA      | $614731.27    | 0.27%             | 2037-01-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4031                                                         | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19000 | PA      | $18480.81     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-57 TA                                                  | CUSIP: 3136BBEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40520 | PA      | $35251.75     | 0.02%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41458.93     | 0.02%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 3.67 1/30/26                                                     | FWDP 2Y RTP 3.67 1/30/26 EXPIRATION: 1/30/2026                                    | CUSIP: SWP121GU5<br>LEI: N/A                  | N/A              | DIR              |  | US        |   5380000 | NC      | $4908.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 2.125000% 09/15/2031                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25887.09     | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2482                                                         | CUSIP: 3140Q9XL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18157 | PA      | $17812.77     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDGECONNEX DATA CENTERS ISSUER LLC                                           | EDGECONNEX DATA CENTERS ISSUER LLC EDGE 2024-1 A2                                 | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195840 | PA      | $198199.72    | 0.09%             | 2054-07-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACRA TRUST                                                                   | ACRA TRUST 2024-NQM1 ACRA 2024-NQM1 A1                                            | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    421828 | PA      | $423121.01    | 0.18%             | 2064-10-25      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                 | COSTCO WHOLESALE CORP 1.375000% 06/20/2027                                        | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66990.78     | 0.03%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                            | PALMER SQUARE CLO 2022-4 LTD PLMRS 2022-4A A1R                                    | CUSIP: 69700XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    284000 | PA      | $284615.14    | 0.12%             | 2037-10-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0384                                                        | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     81915 | PA      | $70257.05     | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                          | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     50000 | PA      | $49154.25     | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 4.780000% 02/15/2035                                   | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265219.73    | 0.11%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 3.81 2/27/26                                                     | FWDP 5Y RTP 3.81 2/27/26 EXPIRATION: 2/27/26                                      | CUSIP: SWP121DQ7<br>LEI: N/A                  | N/A              | DIR              |  | US        |   2285000 | NC      | $1629.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20H 1                       | CUSIP: 83162CYU1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121929 | PA      | $113465.81    | 0.05%             | 2037-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ4840                                                         | CUSIP: 3140KQLW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72002 | PA      | $63563.95     | 0.03%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA5731                                                        | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74375 | PA      | $59638.74     | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20H 1                       | CUSIP: 83162CUE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42091 | PA      | $41019.73     | 0.02%             | 2031-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F032690<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1425000 | PA      | $1287804.32   | 0.56%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM9464                                                         | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67476 | PA      | $59386.46     | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99126                                                   | CUSIP: 3132H7D84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     83335 | PA      | $75640.01     | 0.03%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19446.32     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8044                                                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    849066 | PA      | $775207.45    | 0.33%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                      | MOLINA HEALTHCARE INC 144A 6.250000% 01/15/2033                                   | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50355.75     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                    | REALTY INCOME CORP 5.125000% 04/15/2035                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70488.47     | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC SECURITIZATION FUNDING I LLC                                    | DTE ELECTRIC SECURITIZATION FUNDING I LLC 2.640000% 12/01/2026                    | CUSIP: 23345GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101611 | PA      | $100177.50    | 0.04%             | 2026-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                          | CENTENE CORP 2.500000% 03/01/2031                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212973.08    | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 3.150000% 08/22/2027                                               | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49351.14     | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                  | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26655.75     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 3.625000% 04/01/2027                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29713.59     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0206                                                        | CUSIP: 3132D9GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69174 | PA      | $59476.93     | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-4 MA                 | CUSIP: 35563PHF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     74494 | PA      | $72378.52     | 0.03%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    236000 | PA      | $133192.50    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031           | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49786.92     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                          | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-2A A                               | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    537000 | PA      | $553558.88    | 0.24%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP 5.300000% 02/01/2028                                               | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40931.01     | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5529                                                      | CUSIP: 36179UEA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15889 | PA      | $15570.74     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2024-10A 1                                 | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    515165 | PA      | $523017.52    | 0.23%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                              | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A A2                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $113293.85    | 0.05%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FOX CORPORATION                                                              | FOX CORP 6.500000% 10/13/2033                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54427.49     | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5265                                                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24090 | PA      | $23681.67     | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                          | JB HUNT TRANSPORT SERVICES INC 4.900000% 03/15/2030                               | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    319000 | PA      | $326465.55    | 0.14%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS, INC.                                            | CONSOLIDATED COMMUNICATIONS INC 144A 6.500000% 10/01/2028                         | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55916.63     | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC 5.130000% 03/03/2031                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    677000 | PA      | $693511.39    | 0.30%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                           | WENDY'S FUNDING LLC WEN 2019-1A A2I                                               | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135388 | PA      | $134184.79    | 0.06%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS3941                                                         | CUSIP: 3140XKLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80106 | PA      | $79387.85     | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP, INC.                                                          | UPBOUND GROUP INC 144A 6.375000% 02/15/2029                                       | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24503.82     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                               | HOME PARTNERS OF AMERICA 2021-2 TRUST HPA 2021-2 A                                | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255157 | PA      | $246849.56    | 0.11%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP 4.800000% 02/15/2029                                                      | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81014.00     | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BR6524                                                         | CUSIP: 3140L5HA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174069 | PA      | $147517.43    | 0.06%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                 | GUARDIAN LIFE GLOBAL FUNDING 144A 4.798000% 04/28/2030                            | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316491.85    | 0.14%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2919                                                        | CUSIP: 3132DQG42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    162124 | PA      | $164617.99    | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 1.600000% 01/15/2026                                             | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19760.47     | 0.01%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 53B LTD GCBSL 2021-53A AR                              | CUSIP: 38177YAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $332943.10    | 0.14%             | 2034-07-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE BACKED SECURITIES TRUST 2025 CES1 GSMBS 2025-CES1 A1A                 | CUSIP: 36271RAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    253317 | PA      | $254853.81    | 0.11%             | 2055-05-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4599                                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82098 | PA      | $71315.13     | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg S.a.r.l.                                                  | GENPACT LUXEMBOURG SARL/GENPACT USA INC 1.750000% 04/10/2026                      | CUSIP: 37190AAA7<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | NUSS              | US        |    292000 | PA      | $286988.70    | 0.12%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                     | ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A3                                    | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89962 | PA      | $84222.11     | 0.04%             | 2067-01-25      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2014-IV-R LTD CIFC 2014-4RA A1A2                                     | CUSIP: 12552FBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $258406.98    | 0.11%             | 2035-01-17      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                          | VOYAGER PARENT LLC 144A 9.250000% 07/01/2032                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45381.64     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7096.32      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                  | ONEOK INC 6.625000% 09/01/2053                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41098.82     | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3049                                                         | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67902 | PA      | $65580.38     | 0.03%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    289000 | PA      | $243251.65    | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5842                                                         | CUSIP: 3140X9P41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    268582 | PA      | $263580.61    | 0.11%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.000000% 02/01/2028            | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12894.58     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-63 LM                           | CUSIP: 38383REY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100000 | PA      | $83260.35     | 0.04%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                              | CSX CORP 3.800000% 04/15/2050                                                     | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    331000 | PA      | $247564.20    | 0.11%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4325                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147797 | PA      | $118377.58    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                              | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A3                            | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    509000 | PA      | $511727.48    | 0.22%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8879                                                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    156545 | PA      | $158563.11    | 0.07%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    150000 | PA      | $144283.79    | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BO2977                                                         | CUSIP: 3140JXJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77221 | PA      | $70574.56     | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8046                                                      | CUSIP: 36179W5F1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76418 | PA      | $74178.31     | 0.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS5314                                                         | CUSIP: 3138WE3Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22079 | PA      | $21233.80     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8490                                                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    236086 | PA      | $234959.18    | 0.10%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. VIII LLC                                               | KKR GROUP FINANCE CO VIII LLC 144A 3.500000% 08/25/2050                           | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $94900.77     | 0.04%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL9631                                                         | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30520 | PA      | $27320.07     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                         | APPLOVIN CORP 5.125000% 12/01/2029                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245453.14    | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033                                   | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195556.02    | 0.08%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                       | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.000000% 06/15/2044                      | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182724.19    | 0.08%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030                                   | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28627.03     | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA7028                                                         | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    385310 | PA      | $326991.84    | 0.14%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 1.364000% 01/30/2027                                            | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    200000 | PA      | $197504.10    | 0.09%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BW0045                                                         | CUSIP: 3140MRBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    311483 | PA      | $309359.99    | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 3.950000% 10/15/2025                                                 | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129963.79    | 0.06%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     61379 | PA      | $52273.49     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2023-NQM6 TRUST OBX 2023-NQM6 A1                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    170114 | PA      | $171272.58    | 0.07%             | 2063-07-25      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                                                    | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032           | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21229.53     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20492 | PA      | $18645.32     | 0.01%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029                       | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    361000 | PA      | $351128.77    | 0.15%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                              | BP CAPITAL MARKETS AMERICA INC 3.588000% 04/14/2027                               | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9941.09      | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                                  | PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025                                  | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427383.32    | 0.18%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    467000 | PA      | $359950.82    | 0.16%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 1.200000% 06/03/2027                                               | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57395.84     | 0.02%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4579                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    924451 | PA      | $803195.45    | 0.35%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11425 | PA      | $10641.15     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5059                                                         | CUSIP: 3140XLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81464 | PA      | $75738.98     | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT1703                                                        | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    699456 | PA      | $665526.09    | 0.29%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1758000 | PA      | $1243235.63   | 0.54%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2922                                                        | CUSIP: 3132DQG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    505288 | PA      | $502052.46    | 0.22%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2017-BNK8 BANK 2017-BNK8 XA                                                  | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1322064 | PA      | $14987.71     | 0.01%             | 2050-11-15      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                     | TRICON RESIDENTIAL 2024-SFR4 TRUST TCN 2024-SFR4 A                                | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    402219 | PA      | $400109.14    | 0.17%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205633.25    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 5.550000% 05/01/2035                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156684.18    | 0.07%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                           | INTERSTATE POWER AND LIGHT CO 2.300000% 06/01/2030                                | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269012.40    | 0.12%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F020695<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2400000 | PA      | $1907181.98   | 0.82%             | 2055-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G07697                                                   | CUSIP: 3128M93E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48439 | PA      | $48487.12     | 0.02%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6467                                                         | CUSIP: 3140XNFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    254615 | PA      | $257016.16    | 0.11%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200000 | PA      | $158896.22    | 0.07%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    211113 | PA      | $196446.98    | 0.08%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                            | PIONEER NATURAL RESOURCES CO 1.900000% 08/15/2030                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17893.45     | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA2797                                                        | CUSIP: 3133KJDA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48482 | PA      | $42107.45     | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST 2024-10 CHASE 2024-10 A4A                       | CUSIP: 16159YAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    373554 | PA      | $375050.29    | 0.16%             | 2055-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS9508                                                         | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    902275 | PA      | $869897.18    | 0.38%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q45819                                                   | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     35953 | PA      | $32214.67     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM 37 LTD LCM 37A A1R                                                            | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    297949 | PA      | $297347.07    | 0.13%             | 2034-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. III LLC                                                | KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044                            | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $198428.96    | 0.09%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                   | VMED O2 UK FINANCING I PLC 144A 4.750000% 07/15/2031                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |     27000 | PA      | $25246.57     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                             | SALESFORCE INC 2.700000% 07/15/2041                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28769.50     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA4175                                                        | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55945 | PA      | $47266.56     | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3227000 | PA      | $2580213.39   | 1.11%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                          | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-2 A                                | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    468000 | PA      | $484048.38    | 0.21%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 3.520000% 10/27/2028                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145763.13    | 0.06%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST                                                      | CIT MORTGAGE LOAN TRUST 2007-1 CITM 2007-1 1M1                                    | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83477 | PA      | $84261.41     | 0.04%             | 2037-10-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.550000% 02/15/2031                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18108.46     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                     | STATE STREET CORP 3.152000% 03/30/2031                                            | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76546.52     | 0.03%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                        | GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD GLM 2022-16A ARR                         | CUSIP: 38090AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    445000 | PA      | $444640.00    | 0.19%             | 2038-01-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178836.66    | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA5117                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133535 | PA      | $107595.82    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                            | PROGRESS RESIDENTIAL 2024-SFR5 TRUST PROG 2024-SFR5 A                             | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    607997 | PA      | $576212.70    | 0.25%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 3.600000% 04/13/2032                                               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163621.43    | 0.07%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BX9419                                                         | CUSIP: 3140NEPD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146817 | PA      | $146157.62    | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 2.100000% 05/12/2031                                               | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17931.43     | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8839                                                         | CUSIP: 3140XCZD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    479465 | PA      | $388117.81    | 0.17%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19000.00     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-118 VZ                                                 | CUSIP: 3136A92R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108311 | PA      | $99131.51     | 0.04%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 4.500000% 04/15/2050                                             | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40872.75     | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                               | CHENIERE ENERGY PARTNERS LP 3.250000% 01/31/2032                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36199.86     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6872                                                         | CUSIP: 3140QET69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    247674 | PA      | $233236.00    | 0.10%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                                   | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91926 | PA      | $93897.55     | 0.04%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E                             | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157921 | PA      | $158611.37    | 0.07%             | 2034-05-15      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ3136                                                         | CUSIP: 3140KNPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143557 | PA      | $120545.16    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA                          | CUSIP: 38383CRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    231542 | PA      | $191087.62    | 0.08%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 2.000000% 08/12/2031                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56308.08     | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7552                                                        | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75499 | PA      | $63887.35     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                               | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A3                               | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $368164.37    | 0.16%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9067.88      | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM 39 LTD LCM 39A A2R                                                            | CUSIP: 50204NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300043.50    | 0.13%             | 2034-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 3.700000% 01/12/2026                                                | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99750.15     | 0.04%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                      | EXXON MOBIL CORP 4.327000% 03/19/2050                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24854.04     | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                             | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR IS 9.500000% 07/01/2032           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15630.93     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                   | MADISON PARK FUNDING XXXVI LTD MDPK 2019-36A B1RR                                 | CUSIP: 55819PBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249861.00    | 0.11%             | 2035-04-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10308.31     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                            | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42423.87     | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA5969                                                         | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283727 | PA      | $239756.98    | 0.10%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3897                                                        | CUSIP: 3132E0KJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    422770 | PA      | $431548.21    | 0.19%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1171                                                         | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108284 | PA      | $94194.02     | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G30892                                                   | CUSIP: 3132J4GA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     22488 | PA      | $22681.29     | 0.01%             | 2030-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 4.500000% 11/15/2031                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129743.12    | 0.06%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    969000 | PA      | $866952.19    | 0.37%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.493000% 03/24/2031                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    298000 | PA      | $300197.04    | 0.13%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM4951                                                         | CUSIP: 3140J9QD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15954 | PA      | $15756.55     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CENTER ISSUER, LLC                                                | SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2                                       | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    466000 | PA      | $454427.12    | 0.20%             | 2046-06-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 4.194000% 04/01/2031                                            | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    250000 | PA      | $246978.24    | 0.11%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM6373                                                         | CUSIP: 3140JBCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78350 | PA      | $80839.15     | 0.03%             | 2047-04-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA5624                                                         | CUSIP: 3140QDHA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    316136 | PA      | $301070.49    | 0.13%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8685                                                         | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65396 | PA      | $56997.80     | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20377.39     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 784985                                                      | CUSIP: 3622AANA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     98663 | PA      | $91350.88     | 0.04%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55296.62     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0160                                                        | CUSIP: 3132D9E91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67634 | PA      | $58154.12     | 0.03%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                 | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 A                             | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254000 | PA      | $249349.34    | 0.11%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  27017764 | NS      | $27017764.46  | 11.66%            |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                                    | VISA INC 2.050000% 04/15/2030                                                     | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18361.23     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176112.09    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                     | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $323962.00    | 0.14%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8202                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    304293 | PA      | $302699.52    | 0.13%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                       | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183700 | PA      | $184980.07    | 0.08%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                   | GCAT 2025-INV2 TRUST GCAT 2025-INV2 A1                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    418679 | PA      | $424664.84    | 0.18%             | 2055-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                    | COREBRIDGE GLOBAL FUNDING 144A 4.850000% 06/06/2030                               | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    566000 | PA      | $575960.63    | 0.25%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2066                                                         | CUSIP: 3140XHJL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230759 | PA      | $217411.52    | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0561                                                         | CUSIP: 3140FXTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76635 | PA      | $64827.23     | 0.03%             | 2061-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8654.18      | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                          | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8885.15      | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                                  | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30068.91     | 0.01%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4187.66      | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM1972                                                         | CUSIP: 3140J6FN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47226 | PA      | $45816.94     | 0.02%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                                 | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 6.875000% 09/01/2027           | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25006.88     | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 5.200000% 07/15/2035                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348139.46    | 0.15%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021-SFR1 F2                                   | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280000 | PA      | $274319.53    | 0.12%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6158                                                         | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81699 | PA      | $76479.71     | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0833                                                        | CUSIP: 3132CW4S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    311906 | PA      | $302996.22    | 0.13%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                             | CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    151000 | PA      | $114298.85    | 0.05%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                            | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 144A 5.000000% 09/15/2030                   | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |    385000 | PA      | $388122.12    | 0.17%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                  | CONSTELLATION SOFTWARE INC/CANADA 144A 5.461000% 02/16/2034                       | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | NUSS              | CA        |    182000 | PA      | $185287.48    | 0.08%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                        | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $158830.00    | 0.07%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8268                                                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78952 | PA      | $76637.81     | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.750000% 05/15/2028                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    312000 | PA      | $313267.50    | 0.14%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                           | SUBWAY FUNDING LLC SUBWAY 2024-1A A2I                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320578 | PA      | $325630.35    | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                       | DUKE ENERGY OHIO INC 3.650000% 02/01/2029                                         | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49191.31     | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     79716 | PA      | $75039.92     | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P A                          | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $248125.00    | 0.11%             | 2034-09-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4701                                                         | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557089 | PA      | $537789.03    | 0.23%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK21 BANK 2019-BN21 XA                                                 | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3923697 | PA      | $105971.61    | 0.05%             | 2052-10-17      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 8.625000% 03/15/2031                    | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106153.90    | 0.05%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                       | TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030                           | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56064.34     | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K544 A2                   | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    585000 | PA      | $589808.17    | 0.25%             | 2030-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034                                  | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    379502 | PA      | $386192.25    | 0.17%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    702000 | PA      | $710976.04    | 0.31%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BO5384                                                         | CUSIP: 3140K06W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190170 | PA      | $173921.56    | 0.08%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                   | GCAT 2024-INV1 TRUST GCAT 2024-INV1 1A2                                           | CUSIP: 36831BAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    152240 | PA      | $152596.85    | 0.07%             | 2054-01-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                       | MCDONALD'S CORP 4.950000% 03/03/2035                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110706.55    | 0.05%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-228812.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H032696<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    925000 | PA      | $841768.20    | 0.36%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    151152 | PA      | $126255.89    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    228034 | PA      | $228833.76    | 0.10%             | 2041-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                        | COCA-COLA CO/THE 3.375000% 03/25/2027                                             | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19861.12     | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 5.550000% 05/15/2034                                           | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102536.10    | 0.04%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (SEPTEMBER)                                           | CUSIP: 21H042695<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575000 | PA      | $553668.37    | 0.24%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7305.89      | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5652                                                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20937 | PA      | $20556.21     | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                           | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160398.74    | 0.07%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                          | PFS FINANCING CORP PFSFC 2025-D A                                                 | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    321000 | PA      | $323424.58    | 0.14%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| NJ TRUST                                                                     | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $105573.04    | 0.05%             | 2029-01-06      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1237                                                         | CUSIP: 3140XGLT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211995 | PA      | $194796.39    | 0.08%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JPT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25146.17     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                            | PROGRESS RESIDENTIAL 2023-SFR2 TRUST PROG 2023-SFR2 A                             | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    527472 | PA      | $528050.68    | 0.23%             | 2040-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA2894                                                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    192186 | PA      | $189221.90    | 0.08%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                  | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050                  | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    144000 | PA      | $97265.15     | 0.04%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 5.750000% 02/15/2033                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175674.38    | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25F 1                       | CUSIP: 83162CX40<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    388665 | PA      | $391979.71    | 0.17%             | 2049-06-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 8.125000% 06/01/2028                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4144.65      | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2018-C13 UBSCM 2018-C13 ASB                         | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    349773 | PA      | $349263.27    | 0.15%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                                    | MSCI INC 5.250000% 09/01/2035                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    362000 | PA      | $359102.55    | 0.15%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                | GLOBAL ATLANTIC FIN CO 144A 3.125000% 06/15/2031                                  | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    289000 | PA      | $260980.94    | 0.11%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 6.625000% 03/01/2032                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41190.76     | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                                           | PG&E WILDFIRE RECOVERY FUNDING LLC 4.722000% 06/01/2037                           | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $448887.53    | 0.19%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.000000% 01/15/2028           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10009.39     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                             | SLG OFFICE TRUST 2021-OVA SLG 2021-OVA C                                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $353468.12    | 0.15%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AT5860                                                         | CUSIP: 3138WTQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140176 | PA      | $131293.57    | 0.06%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200000 | PA      | $181379.90    | 0.08%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     36229 | PA      | $33223.02     | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    267000 | PA      | $256887.28    | 0.11%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                                  | MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12070.18     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5475                                                         | CUSIP: 3140X9CM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16729 | PA      | $16364.64     | 0.01%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30318.75     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                               | FLEXENTIAL ISSUER 2021-1 FLX 2021-1A A2                                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $155543.06    | 0.07%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                           | PIEDMONT NATURAL GAS CO INC 3.640000% 11/01/2046                                  | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $123334.92    | 0.05%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29963 | PA      | $28037.49     | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)                                    | CUSIP: 01F050692<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1050000 | PA      | $1035439.62   | 0.45%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA7257                                                         | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63352 | PA      | $53725.78     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6184                                                         | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62652 | PA      | $50744.04     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 3.250000% 04/15/2032                                           | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46562.46     | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                            | XEROX CORP 144A 10.250000% 10/15/2030                                             | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41487.92     | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $766281.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q36815                                                   | CUSIP: 3132QTSD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63835 | PA      | $60719.01     | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DENVER COLO CITY & CNTY ARPT REV                                             | DENVER CITY & CNTY CO ARPT REV CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE  | CUSIP: 249182PP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $181741.23    | 0.08%             | 2027-11-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45849.42     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                              | BARINGS CLO LTD 2019-III BABSN 2019-3A A1RR                                       | CUSIP: 06761KAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299810.10    | 0.13%             | 2036-01-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 5.000000% 04/15/2040                                               | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50531.22     | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                     | SONOCO PRODUCTS CO 5.000000% 09/01/2034                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    343000 | PA      | $335686.71    | 0.14%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                                 | NORTHWEST TX INDEP SCH DIST NORTHWEST INDEPENDENT SCHOOL DISTRICT                 | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60614.39     | 0.03%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7900                                                         | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67459 | PA      | $57156.54     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1225000 | PA      | $1228828.13   | 0.53%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G06496                                                   | CUSIP: 3128M8RR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     38938 | PA      | $39408.80     | 0.02%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033                     | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $354621.23    | 0.15%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92339.31     | 0.04%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 784894                                                      | CUSIP: 3622AAKF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     86505 | PA      | $78973.20     | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    425000 | PA      | $385812.08    | 0.17%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80281.73     | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                          | CHEVRON USA INC 3.850000% 01/15/2028                                              | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30042.56     | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 4.250000% 10/15/2030                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200227.26    | 0.09%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    224000 | PA      | $134109.95    | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS4270                                                         | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168861 | PA      | $136011.01    | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB3614                                                         | CUSIP: 3140QPAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76791 | PA      | $72349.26     | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9963                                                      | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    531153 | PA      | $511640.50    | 0.22%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 GSMBS 2025-PJ6 A8                    | CUSIP: 36272KAH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    326118 | PA      | $327776.74    | 0.14%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    244000 | PA      | $236085.52    | 0.10%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 7.500000% 11/06/2030                     | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124425.96    | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    526000 | PA      | $380733.59    | 0.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5940                                                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72487 | PA      | $58480.81     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24739.01     | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029                         | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82962.23     | 0.04%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                        | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD GLM 2021-11A AR                          | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260051.74    | 0.11%             | 2034-10-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 3.785000% 03/17/2033                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150261.32    | 0.06%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3205                                                        | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    296617 | PA      | $238556.38    | 0.10%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB3126                                                         | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72405 | PA      | $66264.56     | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                                     | SCRIPPS ESCROW II INC 144A 3.875000% 01/15/2029                                   | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13286.17     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4116                                                         | CUSIP: 3140X7SE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63586 | PA      | $62031.12     | 0.03%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G08859                                                   | CUSIP: 3128MJ5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8834 | PA      | $8884.79      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                          | BROWN & BROWN INC 5.250000% 06/23/2032                                            | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367982.25    | 0.16%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7785                                                         | CUSIP: 3140XBUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114800 | PA      | $109234.21    | 0.05%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2296                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211268 | PA      | $192370.13    | 0.08%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                    | VISA INC 3.150000% 12/14/2025                                                     | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59832.77     | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 4.950000% 06/15/2028                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20307.06     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-31

**Name of Applicant:** SEI CATHOLIC VALUES TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer