# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-23-039515
**Filing Date:** 2023-2
**Character Count:** 329880
**Document Hash:** bb15f66caf5f84a62ac537eb1e05c334
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039515.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039515

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 23665635

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Intermediate Bond Portfolio (Series ID: S000069842)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000222604 | I            |  |
| C000222605 | P            |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

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

- **b. EDGAR series identifier (if any):** S000069842

- **c. LEI of Series:** 549300WJRLQXABEYCS78

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1379191050.00

**Total Liabilities:** $4141052.29

**Net Assets:** $1375049997.71

**Delayed Delivery Securities:** $3529687.50

**Cash Not Reported:** $10602.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -849.91000000 | **1-Year:** -27670.90000000 | **5-Year:** -87484.55000000 | **10-Year:** -99004.73000000 | **30-Year:** -58362.67000000

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

- **3-Month:** -724.77000000 | **1-Year:** -12381.28000000 | **5-Year:** -27231.47000000 | **10-Year:** -10452.61000000 | **30-Year:** -808.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222605 | -1.55%               | 3.34%                | -0.43%               |
| Class ID C000222604 | -1.57%               | 3.32%                | -0.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1672824.58             | $-22882204.62                              |
| Month 2  | $-252910.80              | $41832401.64                               |
| Month 3  | $-618453.82              | $-8579702.61                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPD68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1302562 | PA      | $1127726.35   | 0.08%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    740000 | PA      | $708822.22    | 0.05%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                    | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    259000 | PA      | $190631.57    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                     | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    960000 | PA      | $825451.05    | 0.06%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380QXR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4745904 | PA      | $4698938.49   | 0.34%             | 2071-01-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                     | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $858496.53    | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                            | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1004186.09   | 0.07%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2255000 | PA      | $1869506.96   | 0.14%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                   | NatWest Markets PLC                                                             | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $869578.91    | 0.06%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    148000 | PA      | $106770.37    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                               | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225807 | PA      | $1024586.95   | 0.07%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1092691.89   | 0.08%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2440000 | PA      | $2444626.68   | 0.18%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                               | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $627897.49    | 0.05%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1320000 | PA      | $996796.05    | 0.07%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1399830.14   | 0.10%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1187970.06   | 0.09%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                  | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    615000 | PA      | $522668.02    | 0.04%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    127000 | PA      | $68393.97     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2390324.41   | 0.17%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust 2021-1                          | Pagaya AI Technology in Housing Trust 2022-1                                    | CUSIP: 69547NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2812282.80   | 0.20%             | 2025-08-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $3393654.69   | 0.25%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                        | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    382000 | PA      | $326587.62    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $5973871.40   | 0.43%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2020-3                               | CUSIP: 35563PTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5489410 | PA      | $4906311.36   | 0.36%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2014                                              | CVS Pass-Through Trust Series 2014                                              | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491756 | PA      | $425882.29    | 0.03%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                               | Scentre Group Trust 1 / Scentre Group Trust 2                                   | CUSIP: 80622GAD6<br>LEI: N/A                  | Long             | DBT              |  | AU        |   1225000 | PA      | $1153641.69   | 0.08%             | 2026-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                       | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    850000 | PA      | $798041.85    | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7358635 | PA      | $6970699.21   | 0.51%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                              | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    490000 | PA      | $414948.53    | 0.03%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821654.23    | 0.06%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $919941.87    | 0.07%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7083187.50   | 0.52%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2418935.37   | 0.18%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $759873.25    | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1542528.52   | 0.11%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $171081.56    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2022-2                                    | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3153362.19   | 0.23%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YMPE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2885507 | PA      | $2686180.05   | 0.20%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2285412 | PA      | $2017940.75   | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                           | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    307000 | PA      | $271553.31    | 0.02%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                            | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $874736.57    | 0.06%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2014-K39 Mortgage Trust                                                   | CUSIP: 30292GAQ1<br>LEI: 549300XDUXW4MOV3QH87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1927226.40   | 0.14%             | 2047-08-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $432868.96    | 0.03%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2018-KBX1 Mortgage Trust                                                  | CUSIP: 30307LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $1919052.87   | 0.14%             | 2026-01-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                           | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2870000 | PA      | $2750741.74   | 0.20%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2015-SFR1 Trust                                           | CUSIP: 02666AAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2062075.87   | 0.15%             | 2052-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1342000 | PA      | $1125694.16   | 0.08%             | 2038-10-17      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                               | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1140000 | PA      | $1095912.50   | 0.08%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264412.86    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    875000 | PA      | $729075.74    | 0.05%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Diversified ABS Phase VI LLC                                          | Diversified Abs Phase VI LLC                                                    | CUSIP: 25512VAA7<br>LEI: 549300N7EGAMCATEDO05 | Long             | ABS-O            | CORP              | US        |   2072647 | PA      | $2018161.32   | 0.15%             | 2039-11-28      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Constellation Brands Inc                                              | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273455.51    | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                       | BAE Systems PLC                                                                 | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    935000 | PA      | $827224.44    | 0.06%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2190142 | PA      | $1925266.20   | 0.14%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2018-2                               | CUSIP: 35563PFF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2455664 | PA      | $2221741.31   | 0.16%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                     | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    460000 | PA      | $354089.12    | 0.03%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    645000 | PA      | $462349.45    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    283000 | PA      | $187784.25    | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                               | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $323478.44    | 0.02%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4042709 | PA      | $3467824.31   | 0.25%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                            | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2252184.93   | 0.16%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3650000 | PA      | $3450048.26   | 0.25%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1935000 | PA      | $1857765.48   | 0.14%             | 2025-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1245317.30   | 0.09%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                  | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $182681.40    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                           | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299275.55    | 0.02%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HWNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905000 | PA      | $796333.91    | 0.06%             | 2030-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                 | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    770000 | PA      | $519223.58    | 0.04%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR 2021-SFR1 Trust                                                            | CUSIP: 00179DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $2838817.43   | 0.21%             | 2038-06-17      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                               | United Airlines 2016-2 Class A Pass Through Trust                               | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470842 | PA      | $381363.56    | 0.03%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617NS5R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    906664 | PA      | $809564.32    | 0.06%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3446640 | PA      | $3400880.21   | 0.25%             | 2061-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $476809.71    | 0.03%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                  | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    780000 | PA      | $730697.88    | 0.05%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                 | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    780000 | PA      | $684205.55    | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPEE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1063852 | PA      | $985117.88    | 0.07%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                | Cascade MH Asset Trust 2021-MH1                                                 | CUSIP: 14731QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1066063.72   | 0.08%             | 2046-02-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1661267.60   | 0.12%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $2758301.00   | 0.20%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                      | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $843733.56    | 0.06%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QX4L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3134728 | PA      | $2894970.46   | 0.21%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $9920496.09   | 0.72%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                              | Federal Realty Investment Trust                                                 | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    785000 | PA      | $692236.78    | 0.05%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2022-4                                   | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2422000 | PA      | $2372919.38   | 0.17%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YMPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1485742 | PA      | $1377535.73   | 0.10%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                 | Stellantis Finance US Inc                                                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    791000 | PA      | $679814.24    | 0.05%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2021-2                                        | CUSIP: 22537CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3815000 | PA      | $3446985.64   | 0.25%             | 2030-06-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                       | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    580000 | PA      | $583679.84    | 0.04%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $400408.28    | 0.03%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $898605.53    | 0.07%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617VUEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2502541 | PA      | $2602555.00   | 0.19%             | 2071-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1550430.96   | 0.11%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Consumer Receivables Asset Investment Trust                           | Consumer Receivables Asset Investment Trust 2021-1                              | CUSIP: 21056K104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739030 | PA      | $742259.80    | 0.05%             | 2023-03-24      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                      | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $561427.13    | 0.04%             | 2035-09-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8070000 | PA      | $5114047.29   | 0.37%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    445000 | PA      | $408213.50    | 0.03%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276161.33    | 0.02%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                  | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    285000 | PA      | $228360.86    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2015B                                                  | Delta Air Lines 2015-1 Class B Pass Through Trust                               | CUSIP: 24737AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507830 | PA      | $497970.05    | 0.04%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                                      | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1100000 | PA      | $956497.83    | 0.07%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685304 | PA      | $1531852.44   | 0.11%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                         | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1200000 | PA      | $956939.63    | 0.07%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1119520.56   | 0.08%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2458844.98   | 0.18%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2016-K54 Mortgage Trust                                                   | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1867079.60   | 0.14%             | 2048-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                    | Freddie Mac Multifamily Structured Credit Risk                                  | CUSIP: 35563JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3712408 | PA      | $3386055.15   | 0.25%             | 2041-07-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137F8WF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2929731 | PA      | $2334942.14   | 0.17%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                 | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1130000 | PA      | $846413.87    | 0.06%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FRAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3511687 | PA      | $3697273.79   | 0.27%             | 2072-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                               | Empower Finance 2020 LP                                                         | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $391851.63    | 0.03%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    470000 | PA      | $411596.86    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                         | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $712059.38    | 0.05%             | 2038-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                    | Regional Management Issuance Trust 2020-1                                       | CUSIP: 75907QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1792038.60   | 0.13%             | 2030-10-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                              | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $427973.45    | 0.03%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    895000 | PA      | $627762.44    | 0.05%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                        | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    853000 | PA      | $752568.83    | 0.05%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                    | Regional Management Issuance Trust 2021-1                                       | CUSIP: 75907VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | PA      | $771355.93    | 0.06%             | 2031-03-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                  | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1299666.62   | 0.09%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LP LMS 2021 1 ASSET                                                   | LP LMS 2021 1 ASSET                                                             | CUSIP: 50214GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523095 | PA      | $520536.58    | 0.04%             | 2028-10-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    905000 | PA      | $793138.25    | 0.06%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                          | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    325000 | PA      | $241637.49    | 0.02%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                    | F&G Global Funding                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $410134.00    | 0.03%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391520 | PA      | $1231193.13   | 0.09%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1130000 | PA      | $989155.84    | 0.07%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26150000 | PA      | $25607591.73  | 1.86%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                        | Pagaya AI Debt Selection Trust 2021-1                                           | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783556 | PA      | $771904.37    | 0.06%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1870000 | PA      | $1494095.12   | 0.11%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $673201.17    | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    531592 | PA      | $429290.69    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    975000 | PA      | $772052.57    | 0.06%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    745000 | PA      | $516241.92    | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2022-SFR3 Trust                                            | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1491148.33   | 0.11%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4036164.56   | 0.29%             | 2032-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                  | Pretium Mortgage Credit Partners I 2021-NPL1 LLC                                | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1929457 | PA      | $1766718.70   | 0.13%             | 2060-09-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FRC91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1720629 | PA      | $1694412.65   | 0.12%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    975000 | PA      | $813614.00    | 0.06%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                              | Microchip Technology Inc                                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    218000 | PA      | $213992.61    | 0.02%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380QJ37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  39708905 | PA      | $1515883.47   | 0.11%             | 2071-03-20      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2168485.83   | 0.16%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRILLION CAPITAL III SENIOR WH                                        | TRILLION CAPITAL III SENIOR WH                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4453184 | PA      | $4453184.18   | 0.32%             | 2024-11-15      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1823469.39   | 0.13%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                           | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2041826.13   | 0.15%             | 2028-12-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2019-3                                                      | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930148 | PA      | $1905250.34   | 0.14%             | 2025-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FGL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2054316 | PA      | $2038039.51   | 0.15%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                   | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $744092.76    | 0.05%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406626.84    | 0.03%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    475000 | PA      | $350985.59    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                            | GLS Auto Receivables Issuer Trust 2020-4                                        | CUSIP: 36261EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $405113.19    | 0.03%             | 2026-10-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                       | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |   1230000 | PA      | $949247.97    | 0.07%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                              | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    886000 | PA      | $835099.96    | 0.06%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N5UA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440209 | PA      | $1471357.48   | 0.11%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138X6NW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1339828 | PA      | $1286009.30   | 0.09%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                      | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $281371.93    | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                          | Upstart Securitization Trust 2021-1                                             | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80724 | PA      | $80476.56     | 0.01%             | 2031-03-20      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $425612.27    | 0.03%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140M1CG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3321781 | PA      | $2817323.17   | 0.20%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                               | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $403277.64    | 0.03%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2000000 | PA      | $1377538.42   | 0.10%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                  | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    315000 | PA      | $246647.94    | 0.02%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2022-3                                               | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148000 | PA      | $3002365.96   | 0.22%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA                                                              | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1125000 | PA      | $1087675.22   | 0.08%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2381456.53   | 0.17%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7498800 | PA      | $4768621.67   | 0.35%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $846707.84    | 0.06%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                            | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1073675.14   | 0.08%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26680000 | PA      | $25846250.00  | 1.88%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XHDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2829040 | PA      | $2541728.27   | 0.18%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                    | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    415000 | PA      | $314605.14    | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    360000 | PA      | $294188.80    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J2TT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1112058.23   | 0.08%             | 2031-01-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                              | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1160925.11   | 0.08%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1366237.91   | 0.10%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LJTA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037101 | PA      | $934192.95    | 0.07%             | 2033-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LDGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6400000 | PA      | $5250088.00   | 0.38%             | 2031-05-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J1S58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2889000 | PA      | $2446816.88   | 0.18%             | 2028-04-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPEC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1410023 | PA      | $1260510.39   | 0.09%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                     | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $691921.62    | 0.05%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $694269.51    | 0.05%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $232035.33    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                               | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   5945000 | PA      | $5930769.45   | 0.43%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                              | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1496560 | PA      | $1301170.92   | 0.09%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QKF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2597127 | PA      | $2285179.82   | 0.17%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2103780.77   | 0.15%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617NS4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2093063 | PA      | $1925886.64   | 0.14%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    660000 | PA      | $450200.75    | 0.03%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                               | PNMAC GMSR ISSUER TRUST 2022-GT1                                                | CUSIP: 69354WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1639536.74   | 0.12%             | 2027-05-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $745138.31    | 0.05%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3180000 | PA      | $2984189.27   | 0.22%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2831736.00   | 0.21%             | 2027-07-25      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| JONAH 7.8 10NOV37 144A                                                | JONAH 7.8 10NOV37 144A                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1880000 | PA      | $1847664.00   | 0.13%             | 2037-11-10      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16440000 | PA      | $14651507.85  | 1.07%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2674601.40   | 0.19%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $419238.69    | 0.03%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                                                | Delta Air Lines 2020-1 Class A Pass Through Trust                               | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1973188 | PA      | $1678381.85   | 0.12%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N5T87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195572 | PA      | $2236555.06   | 0.16%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2007775 | PA      | $1663350.00   | 0.12%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                               | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $983446.16    | 0.07%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1074276.69   | 0.08%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $383980.34    | 0.03%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                               | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108918.63    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N5T95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1895934 | PA      | $1934195.33   | 0.14%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $456263.83    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1952617.18   | 0.14%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    600000 | PA      | $537658.03    | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1327190.10   | 0.10%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140KRF46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2292714 | PA      | $2017754.67   | 0.15%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $881805.91    | 0.06%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2720784 | PA      | $2263918.33   | 0.16%             | 2061-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                      | HF Sinclair Corp                                                                | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $528937.61    | 0.04%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1187916.88   | 0.09%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                         | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    315000 | PA      | $276967.13    | 0.02%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                              | Ajax Mortgage Loan Trust 2021-B                                                 | CUSIP: 00970LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1353893 | PA      | $1255418.00   | 0.09%             | 2066-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    706000 | PA      | $715894.59    | 0.05%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                               | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |   1130000 | PA      | $833358.37    | 0.06%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $3543180.90   | 0.26%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $431313.69    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                                | Crossroads Asset Trust 2021-A                                                   | CUSIP: 22767CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679000 | PA      | $662305.97    | 0.05%             | 2025-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2291816 | PA      | $2358208.88   | 0.17%             | 2058-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR 2022-SFR3 Trust                                                            | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2433555.00   | 0.18%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                        | ACRE Commercial Mortgage 2021-FL4 Ltd                                           | CUSIP: 00489TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1198000 | PA      | $1156521.65   | 0.08%             | 2037-12-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1035550.93   | 0.08%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                      | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $695227.65    | 0.05%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3299234 | PA      | $2660124.51   | 0.19%             | 2032-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229124.72    | 0.02%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    868000 | PA      | $696803.19    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617XXC23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1969142 | PA      | $2052294.63   | 0.15%             | 2072-02-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    565000 | PA      | $363238.21    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2298651.99   | 0.17%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YMPF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1973209 | PA      | $1814939.15   | 0.13%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2366553 | PA      | $2014465.76   | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                                                | JetBlue 2020-1 Class B Pass Through Trust                                       | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1131592 | PA      | $1096957.02   | 0.08%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                       | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $360327.60    | 0.03%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $810325.00    | 0.06%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                  | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    995000 | PA      | $604268.97    | 0.04%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                 | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1529714.28   | 0.11%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                                 | Cars Net Lease Mortgage Notes Series 2020-1                                     | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425700 | PA      | $372069.39    | 0.03%             | 2050-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                 | BG Energy Capital PLC                                                           | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $262878.97    | 0.02%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $461772.59    | 0.03%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LDBN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $729713.22    | 0.05%             | 2031-02-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                | Cox Communications Inc                                                          | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $335128.27    | 0.02%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                        | Phillips 66 Co                                                                  | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $526054.36    | 0.04%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FUPG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4442066 | PA      | $4673576.65   | 0.34%             | 2072-08-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137H5FP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2453589 | PA      | $2117745.32   | 0.15%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137F3UR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4736104 | PA      | $4098165.72   | 0.30%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                         | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    731000 | PA      | $523812.67    | 0.04%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                               | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $877329.54    | 0.06%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                         | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115244 | PA      | $1017747.81   | 0.07%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                      | ABN AMRO Bank NV                                                                | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $324173.19    | 0.02%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $114086.05    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1539000 | PA      | $1497503.17   | 0.11%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4916406 | PA      | $4640109.54   | 0.34%             | 2032-10-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1912139.90   | 0.14%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $186626.17    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    772000 | PA      | $734841.13    | 0.05%             | 2024-01-08      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2020-3                               | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5484389 | PA      | $4541746.19   | 0.33%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1807333.33   | 0.13%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                          | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1130000 | PA      | $903018.28    | 0.07%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1232690.69   | 0.09%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    835000 | PA      | $808111.88    | 0.06%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    805000 | PA      | $598869.24    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    840000 | PA      | $768907.67    | 0.06%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1125000 | PA      | $854254.82    | 0.06%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jonah Energy LLC                                                      | Jonah Energy Abs I LLC                                                          | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   1597400 | PA      | $1587267.21   | 0.12%             | 2037-12-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPD84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    811651 | PA      | $704261.21    | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                     | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    705000 | PA      | $550820.61    | 0.04%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    345000 | PA      | $302525.10    | 0.02%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                    | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $390103.90    | 0.03%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1482425.99   | 0.11%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1647970.74   | 0.12%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 64830YAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1352215 | PA      | $1201953.08   | 0.09%             | 2026-03-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                               | LendingPoint 2020-REV1 Asset Securitization Trust                               | CUSIP: 52606YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765050 | PA      | $754650.20    | 0.05%             | 2028-10-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5485000 | PA      | $4768521.88   | 0.35%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    980000 | PA      | $809706.97    | 0.06%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                 | PRPM 2021-1 LLC                                                                 | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436333 | PA      | $1349649.68   | 0.10%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $218438.01    | 0.02%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LJZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1710000 | PA      | $1527312.83   | 0.11%             | 2032-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                    | Aqua Finance Trust 2020-A                                                       | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1062547.97   | 0.08%             | 2046-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $780066.90    | 0.06%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2199365 | PA      | $2251691.16   | 0.16%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15475000 | PA      | $14495420.43  | 1.05%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XJR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3282540 | PA      | $3051050.94   | 0.22%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2020-RPL5 Trust                                                            | CUSIP: 12597XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620647 | PA      | $1555045.29   | 0.11%             | 2060-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617XXDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1988238 | PA      | $2072132.56   | 0.15%             | 2072-03-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856075.03    | 0.06%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $749799.66    | 0.05%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                              | Constellation Energy Generation LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2231346.22   | 0.16%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                  | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164010.05    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53590000 | PA      | $48126332.30  | 3.50%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1410532.79   | 0.10%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LGRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4632810.85   | 0.34%             | 2032-09-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                               | SCF Equipment Leasing 2021-1 LLC                                                | CUSIP: 783897AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055000 | PA      | $1810646.12   | 0.13%             | 2030-10-21      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                             | BPR Trust 2021-KEN                                                              | CUSIP: 05591QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1742679.74   | 0.13%             | 2029-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N1PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2193322 | PA      | $2167858.06   | 0.16%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    660000 | PA      | $484465.15    | 0.04%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2021-SFR1                                                  | CUSIP: 74331FAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $2743267.80   | 0.20%             | 2038-04-17      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1425696.14   | 0.10%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                  | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    655000 | PA      | $572313.15    | 0.04%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LEUY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3100000 | PA      | $2539223.45   | 0.18%             | 2033-12-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| LP LMS 2021-2 Asset Securitization Trust                              | LP LMS 2021-2 Asset Securitization Trust                                        | CUSIP: 50214JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1266944 | PA      | $1228040.13   | 0.09%             | 2029-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $916353.52    | 0.07%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    351000 | PA      | $222311.39    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $3748431.90   | 0.27%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2021-SFR2 Trust                                            | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2163370.79   | 0.16%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $841501.42    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                            | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $696701.99    | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHVW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030000 | PA      | $1033149.18   | 0.08%             | 2032-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FLA62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1607943 | PA      | $1615061.45   | 0.12%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3237644 | PA      | $2830760.76   | 0.21%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $6465917.99   | 0.47%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    951000 | PA      | $990158.28    | 0.07%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $907061.58    | 0.07%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1803998.05   | 0.13%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894052.55    | 0.07%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                            | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $910476.68    | 0.07%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                             | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1265758.62   | 0.09%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622ABML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2983008 | PA      | $2661307.32   | 0.19%             | 2071-12-20      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $388133.20    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2379882.43   | 0.17%             | 2032-09-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    560000 | PA      | $442831.63    | 0.03%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                              | Octane Receivables Trust 2022-2                                                 | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2613000 | PA      | $2563823.08   | 0.19%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FLK20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2988963 | PA      | $2902785.09   | 0.21%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                    | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    520000 | PA      | $376379.54    | 0.03%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $727562.78    | 0.05%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2020-SBX Mortgage Trust                                                    | CUSIP: 12598EAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1341214.88   | 0.10%             | 2038-01-10      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1111329.95   | 0.08%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2736000 | PA      | $2755804.07   | 0.20%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $664535.41    | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2598689.69   | 0.19%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    765000 | PA      | $694373.88    | 0.05%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                      | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704770.22    | 0.05%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $421462.57    | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                      | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    835000 | PA      | $631972.98    | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13162000 | PA      | $9901834.33   | 0.72%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                          | BAMLL RE-Remic Trust 2014-FRR8                                                  | CUSIP: 05525QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955000 | PA      | $1760034.89   | 0.13%             | 2047-11-26      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                 | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1099916 | PA      | $1030826.71   | 0.07%             | 2040-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $869317.99    | 0.06%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                        | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    320000 | PA      | $257454.53    | 0.02%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    835000 | PA      | $678452.09    | 0.05%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                 | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1212000 | PA      | $1024947.07   | 0.07%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                   | LL ABS Trust 2019-1                                                             | CUSIP: 50202HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140458 | PA      | $140288.55    | 0.01%             | 2028-01-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $256510.55    | 0.02%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2520000 | PA      | $2379261.40   | 0.17%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1423919.30   | 0.10%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                            | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    339000 | PA      | $276936.41    | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2278890.95   | 0.17%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FLA88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3066587 | PA      | $3080162.56   | 0.22%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                    | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    480000 | PA      | $414472.26    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $461429.33    | 0.03%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                       | TSMC Global Ltd                                                                 | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    291000 | PA      | $286913.49    | 0.02%             | 2032-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    167000 | PA      | $150579.80    | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $389388.28    | 0.03%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                          | Business Jet Securities 2021-1 LLC                                              | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4664339 | PA      | $3961964.00   | 0.29%             | 2036-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                        | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1686423.48   | 0.12%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                               | CGI Inc                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $456119.70    | 0.03%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                 | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $660166.37    | 0.05%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1598014.48   | 0.12%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $307232.48    | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $128802.51    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $547863.09    | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $527692.37    | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                              | Microchip Technology Inc                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    186000 | PA      | $172343.91    | 0.01%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FLA54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1883617 | PA      | $1843281.03   | 0.13%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    480000 | PA      | $376379.92    | 0.03%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                              | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    985000 | PA      | $919689.59    | 0.07%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331289.74   | 0.10%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                    | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    705000 | PA      | $507567.63    | 0.04%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                           | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $338606.20    | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                               | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $704971.86    | 0.05%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    339000 | PA      | $299894.13    | 0.02%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPEH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486653 | PA      | $447626.74    | 0.03%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622AATP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5675799 | PA      | $5116693.14   | 0.37%             | 2070-09-20      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $175532.40    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QEEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2220608 | PA      | $2039903.05   | 0.15%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43715000 | PA      | $38346251.56  | 2.79%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622AAXX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3792343 | PA      | $3450932.97   | 0.25%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                                | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1248777.56   | 0.09%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $458819.96    | 0.03%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $450101.06    | 0.03%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1623758.75   | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily WI Certificates                                     | Freddie Mac Multifamily WI Certificates Series WI-K153                          | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2730180.06   | 0.20%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F83U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18945000 | PA      | $1413759.26   | 0.10%             | 2030-11-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                         | AIB Group PLC                                                                   | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $579179.29    | 0.04%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $262828.03    | 0.02%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                          | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2066708 | PA      | $1985751.23   | 0.14%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    575000 | PA      | $457315.16    | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                   | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $426601.55    | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                              | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    475000 | PA      | $371862.20    | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHKC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3958878 | PA      | $3729074.55   | 0.27%             | 2032-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3375939 | PA      | $2728575.30   | 0.20%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $993712.41    | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5605000 | PA      | $4488305.93   | 0.33%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $708268.79    | 0.05%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4566000 | PA      | $4280212.69   | 0.31%             | 2032-10-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    736000 | PA      | $467735.28    | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                | Aviation Capital Group LLC                                                      | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983065.28    | 0.07%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                        | Carvana Auto Receivables Trust 2020-NP1                                         | CUSIP: 14687PAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2441874.25   | 0.18%             | 2026-01-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                            | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $897463.50    | 0.07%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LAE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3645158 | PA      | $2947325.83   | 0.21%             | 2030-04-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2365535.07   | 0.17%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                            | GLS Auto Receivables Issuer Trust 2022-3                                        | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1901422.40   | 0.14%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1220000 | PA      | $1077518.57   | 0.08%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR 2020-SFR4 Trust                                                            | CUSIP: 66981FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3582065.60   | 0.26%             | 2037-11-17      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4175000 | PA      | $3495859.51   | 0.25%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                      | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    530000 | PA      | $383331.74    | 0.03%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2635000 | PA      | $2302568.22   | 0.17%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $624982.12    | 0.05%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                     | Sierra Timeshare 2021-1 Receivables Funding LLC                                 | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641240 | PA      | $587006.09    | 0.04%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $231628.36    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617NS5E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530552 | PA      | $474284.66    | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust 2021-RTL1                                                  | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950933.10    | 0.07%             | 2026-02-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                                 | Anchor Mortgage Trust 2021-RTL1                                                 | CUSIP: 03333HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2953082 | PA      | $2743655.46   | 0.20%             | 2026-10-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18320312.40  | 1.33%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                 | Healthpeak Properties Inc                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    813000 | PA      | $683055.65    | 0.05%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                            | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371493.75    | 0.03%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1475756.05   | 0.11%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MMQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1673383 | PA      | $1572134.51   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $102336.52    | 0.01%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                  | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    515000 | PA      | $384371.21    | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2020-2                                        | CUSIP: 22535MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2425986.50   | 0.18%             | 2029-11-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                            | GLS Auto Receivables Issuer Trust 2020-4                                        | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734516 | PA      | $722190.69    | 0.05%             | 2025-11-17      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                       | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    860000 | PA      | $701778.03    | 0.05%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6815000 | PA      | $4464623.65   | 0.32%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                       | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829224 | PA      | $757977.01    | 0.06%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | CFMT 2020-HB4 LLC                                                               | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804502 | PA      | $782215.83    | 0.06%             | 2030-12-26      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    480000 | PA      | $457279.73    | 0.03%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FXL98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2006820 | PA      | $2020951.98   | 0.15%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                             | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    265000 | PA      | $200018.56    | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1925000 | PA      | $1851684.57   | 0.13%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LPP30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2944511 | PA      | $2633765.10   | 0.19%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    360000 | PA      | $304491.24    | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1222952.00   | 0.09%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $490589.50    | 0.04%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                    | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $629709.15    | 0.05%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J2VV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2166689.41   | 0.16%             | 2031-01-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| CRH America Inc                                                       | CRH America Inc                                                                 | CUSIP: 12626PAM5<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434491.21    | 0.03%             | 2025-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $167526.78    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                              | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $589332.23    | 0.04%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2869410.54   | 0.21%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1482289.78   | 0.11%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                              | Octane Receivables Trust 2020-1                                                 | CUSIP: 67592LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2453094.80   | 0.18%             | 2026-03-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    685000 | PA      | $565677.57    | 0.04%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2403787.44   | 0.17%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                  | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $4599212.75   | 0.33%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                  | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $782588.53    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1329142.80   | 0.10%             | 2025-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                             | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1546603.52   | 0.11%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28130000 | PA      | $25908719.05  | 1.88%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 ISSUER LLC                                             | CFIN 2022-RTL1 Issuer LLC                                                       | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1917272.00   | 0.14%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    885000 | PA      | $738906.49    | 0.05%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    855000 | PA      | $753931.16    | 0.05%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                                                | American Airlines 2021-1 Class B Pass Through Trust                             | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2261000 | PA      | $1800178.81   | 0.13%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8830000 | PA      | $577724.83    | 0.04%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    610000 | PA      | $549791.37    | 0.04%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                   | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $484062.90    | 0.04%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2884119 | PA      | $3043244.74   | 0.22%             | 2061-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                            | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1159425.16   | 0.08%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278787.45    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $511348.91    | 0.04%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $564046.49    | 0.04%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617VUD53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2332347 | PA      | $2436711.44   | 0.18%             | 2071-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5877979 | PA      | $5016166.23   | 0.36%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                              | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1338725.34   | 0.10%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J2RQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $3986396.25   | 0.29%             | 2030-12-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $304267.37    | 0.02%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1075000 | PA      | $938048.95    | 0.07%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FREEDOM 2021 SAVF 1 FRN                                               | FREEDOM 2021 SAVF 1 FRN                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1658832.00   | 0.12%             | 2023-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4160000 | PA      | $4165192.43   | 0.30%             | 2032-10-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71080000 | PA      | $67259450.00  | 4.89%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                        | Mariner Finance Issuance Trust 2019-A                                           | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1357383 | PA      | $1339324.18   | 0.10%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3930000 | PA      | $3734256.72   | 0.27%             | 2032-10-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2061523.44   | 0.15%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LE2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4045936 | PA      | $3193632.13   | 0.23%             | 2037-01-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FLA39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2042238 | PA      | $1997243.98   | 0.15%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                              | Corebridge Financial Inc                                                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246476.27    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                               | United Auto Credit Securitization Trust                                         | CUSIP: 90943UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $821514.46    | 0.06%             | 2026-06-10      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132AD2G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1286491 | PA      | $1231054.43   | 0.09%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LH3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3045000 | PA      | $3140566.56   | 0.23%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                     | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $688544.80    | 0.05%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                          | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    675000 | PA      | $596437.99    | 0.04%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Antler Mortgage Trust 2018-RTL1                                       | ANTLR Mortgage Trust 2021-RTL1                                                  | CUSIP: 00201QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1864000 | PA      | $1781538.32   | 0.13%             | 2024-11-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 B PTT                                               | United Airlines 2016-1 Class B Pass Through Trust                               | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868333 | PA      | $1693030.23   | 0.12%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                    | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    495000 | PA      | $462951.39    | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                   | Activision Blizzard Inc                                                         | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    591000 | PA      | $463196.81    | 0.03%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                            | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    682000 | PA      | $607569.81    | 0.04%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                            | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   3552000 | PA      | $2994973.30   | 0.22%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $302179.45    | 0.02%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                               | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1015000 | PA      | $943505.94    | 0.07%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    625000 | PA      | $603720.02    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1942475.68   | 0.14%             | 2031-09-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1042909.30   | 0.08%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                        | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    565000 | PA      | $401130.09    | 0.03%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                   | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $880912.83    | 0.06%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617W8GP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2533809 | PA      | $2234115.58   | 0.16%             | 2071-07-20      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LGWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2484000 | PA      | $2338930.30   | 0.17%             | 2034-02-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCIII LLC                                                                  | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2422231 | PA      | $2191122.22   | 0.16%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                          | Upstart Securitization Trust 2022-4                                             | CUSIP: 91678YAA3<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |   3564239 | PA      | $3497272.48   | 0.25%             | 2032-08-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                                               | United Airlines 2016-2 Class B Pass Through Trust                               | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1249294 | PA      | $1103037.53   | 0.08%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140GR5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276038 | PA      | $265557.67    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                  | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256189.79    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                 | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   1100000 | PA      | $982691.96    | 0.07%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    830000 | PA      | $637845.75    | 0.05%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $215396.73    | 0.02%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J2TS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10170000 | PA      | $8074101.31   | 0.59%             | 2030-12-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                     | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    520000 | PA      | $421720.57    | 0.03%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                   | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $293825.25    | 0.02%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1572117 | PA      | $1394589.56   | 0.10%             | 2026-05-25      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $766448.44    | 0.06%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25300000 | PA      | $20279531.25  | 1.47%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2017-K62 Mortgage Trust                                                   | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2385000 | PA      | $2231225.93   | 0.16%             | 2050-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275288.70    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2020-4                                               | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1762000 | PA      | $1651527.53   | 0.12%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $467387.07    | 0.03%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2021-RPL1 Trust                                                            | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2667750 | PA      | $2528979.69   | 0.18%             | 2060-09-27      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814540.29    | 0.06%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J9TK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2563777 | PA      | $2237036.02   | 0.16%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218875.26    | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHF Trust 2021-1                                                      | FHF Trust 2021-1                                                                | CUSIP: 30260WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194515 | PA      | $186458.91    | 0.01%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    874000 | PA      | $714051.04    | 0.05%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| PFP III                                                               | PFP 2021-7 Ltd                                                                  | CUSIP: 69290LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1570922 | PA      | $1473832.37   | 0.11%             | 2038-04-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $378235.55    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617XUSA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2723808 | PA      | $2580231.92   | 0.19%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                   | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1128405.07   | 0.08%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2510000 | PA      | $1942618.47   | 0.14%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                       | TSMC Global Ltd                                                                 | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   1385000 | PA      | $1064083.60   | 0.08%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $963275.63    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                  | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    610000 | PA      | $460956.02    | 0.03%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERN AIRLINE 16-2 A PTT                                              | American Airlines 2016-2 Class A Pass Through Trust                             | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165590 | PA      | $912035.24    | 0.07%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15300000 | PA      | $1154831.76   | 0.08%             | 2030-10-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    610000 | PA      | $565075.51    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    162000 | PA      | $150310.80    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2610000 | PA      | $2483563.01   | 0.18%             | 2030-12-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2021-2                                                      | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1097625.95   | 0.08%             | 2027-02-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2336845.56   | 0.17%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LFD76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1912000 | PA      | $1521381.69   | 0.11%             | 2035-02-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                              | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1305936.12   | 0.09%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $63725.68     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FLA47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1420069 | PA      | $1392292.74   | 0.10%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                              | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1643872.79   | 0.12%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $3715460.94   | 0.27%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136B32G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4149540 | PA      | $3923469.31   | 0.29%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YMPK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1973644 | PA      | $1896451.47   | 0.14%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6945000 | PA      | $4316751.56   | 0.31%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4798000 | PA      | $4058250.60   | 0.30%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                         | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1440000 | PA      | $1229267.51   | 0.09%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $993310.46    | 0.07%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                              | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    760000 | PA      | $596878.47    | 0.04%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                 | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $992708.15    | 0.07%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $1848161.49   | 0.13%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $1388564.00   | 0.10%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133AUCC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2612798 | PA      | $2332369.11   | 0.17%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                               | MultiCare Health System                                                         | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    560000 | PA      | $333068.87    | 0.02%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1126332.34   | 0.08%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                     | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    895000 | PA      | $812708.22    | 0.06%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $941510.67    | 0.07%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    260000 | PA      | $199477.07    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1807461.69   | 0.13%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                              | International Flavors & Fragrances Inc                                          | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $767076.89    | 0.06%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                              | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1646061.93   | 0.12%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2576822.02   | 0.19%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3226961.08   | 0.23%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                   | Consumers Energy Co                                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    265000 | PA      | $192019.21    | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                   | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    750000 | PA      | $549784.62    | 0.04%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FGMN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1411451 | PA      | $1403754.39   | 0.10%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3207272 | PA      | $3223931.90   | 0.23%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                           | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1484623.69   | 0.11%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR 2020-SFR4 Trust                                                            | CUSIP: 66981FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $1872950.25   | 0.14%             | 2037-11-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                      | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470000 | PA      | $1976554.27   | 0.14%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YMMB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2215593 | PA      | $1953164.07   | 0.14%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1365000 | PA      | $1189139.75   | 0.09%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2596564 | PA      | $2385287.96   | 0.17%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622AAUG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1927614 | PA      | $1724099.48   | 0.13%             | 2070-10-20      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FQTU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4685619 | PA      | $4706398.57   | 0.34%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2020-3                               | CUSIP: 35563PSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5536752 | PA      | $5175711.85   | 0.38%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2708108 | PA      | $2525825.05   | 0.18%             | 2032-10-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPD76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1059466 | PA      | $917261.20    | 0.07%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    400000 | PA      | $330819.20    | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                   | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    675000 | PA      | $473535.01    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $526029.17    | 0.04%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    730000 | PA      | $690554.38    | 0.05%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                   | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $655353.88    | 0.05%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                              | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $411007.06    | 0.03%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2375745.67   | 0.17%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    926000 | PA      | $905871.64    | 0.07%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1334883.54   | 0.10%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LDLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3750000 | PA      | $2931829.05   | 0.21%             | 2033-09-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921594.32   | 0.14%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWO 2021 FNTMSR 1                                                     | TWO 2021 FNTMSR 1                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4231500.00   | 0.31%             | 2023-02-08      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380QZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3247554 | PA      | $3236783.52   | 0.24%             | 2071-02-20      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1710971.88   | 0.12%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                        | VCAT 2021-NPL1 LLC                                                              | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1602908 | PA      | $1520382.48   | 0.11%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                    | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    765000 | PA      | $634863.08    | 0.05%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                 | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    903000 | PA      | $896370.43    | 0.07%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                 | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    685000 | PA      | $661219.05    | 0.05%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    229000 | PA      | $142733.41    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                  | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $843667.97    | 0.06%             | 2039-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    596000 | PA      | $482181.12    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $376799.34    | 0.03%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LJUJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1752495 | PA      | $1577910.65   | 0.11%             | 2032-07-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                    | Regional Management Issuance Trust 2021-1                                       | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1217000 | PA      | $1097207.04   | 0.08%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    760000 | PA      | $618623.33    | 0.04%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LF5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1875000 | PA      | $1680222.83   | 0.12%             | 2032-05-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    845000 | PA      | $663901.21    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                 | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39909.49     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    368000 | PA      | $314295.00    | 0.02%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                       | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    875000 | PA      | $804394.92    | 0.06%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LFB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $1805714.97   | 0.13%             | 2032-01-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA                                                                         | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    590000 | PA      | $581910.63    | 0.04%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                               | Alexander Funding Trust                                                         | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $766628.54    | 0.06%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1132441.68   | 0.08%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132XHSM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4638617.30   | 0.34%             | 2034-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                           | Lennar Corp                                                                     | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192494.67    | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                    | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    440000 | PA      | $438124.15    | 0.03%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                              | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    525000 | PA      | $427281.45    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                    | FMC GMSR ISSUER TR                                                              | CUSIP: 30259RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630000 | PA      | $3483507.72   | 0.25%             | 2024-02-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11770000 | PA      | $6544533.83   | 0.48%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1545493.81   | 0.11%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                          | Business Jet Securities 2020-1 LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1496713 | PA      | $1365013.45   | 0.10%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2022-3                             | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1617000 | PA      | $1554409.49   | 0.11%             | 2028-10-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LFW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2730000 | PA      | $2379853.28   | 0.17%             | 2030-10-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                              | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134018.21    | 0.01%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830486.22    | 0.06%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MHL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210525 | PA      | $1136658.71   | 0.08%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                                                 | LFT CRE 2021-FL1 Ltd                                                            | CUSIP: 50203JAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2590000 | PA      | $2480676.10   | 0.18%             | 2039-06-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2065000 | PA      | $1907257.69   | 0.14%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1617000 | PA      | $1415861.79   | 0.10%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25175000 | PA      | $23208203.13  | 1.69%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                        | ACRE Commercial Mortgage 2021-FL4 Ltd                                           | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1331756 | PA      | $1311769.45   | 0.10%             | 2037-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    945000 | PA      | $689275.66    | 0.05%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                     | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $469741.81    | 0.03%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2210061 | PA      | $2098613.33   | 0.15%             | 2032-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                     | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264308.09    | 0.02%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2020-4                                               | CUSIP: 33845XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7171 | PA      | $7160.10      | 0.00%             | 2025-04-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCII LLC                                                                   | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696435 | PA      | $604646.43    | 0.04%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                   | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    890000 | PA      | $678009.40    | 0.05%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCVI LLC                                                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1364833 | PA      | $1243995.71   | 0.09%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                       | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $748319.54    | 0.05%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                  | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    541000 | PA      | $358758.36    | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1767527.98   | 0.13%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                           | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    340000 | PA      | $229045.33    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                    | Tricolor Auto Securitization Trust 2021-1                                       | CUSIP: 89615BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $793707.96    | 0.06%             | 2026-05-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H5DQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3085541.10   | 0.22%             | 2031-12-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546000 | PA      | $509310.31    | 0.04%             | 2032-09-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LAEE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5665112 | PA      | $4867789.69   | 0.35%             | 2027-07-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                              | AmeriCredit Automobile Receivables Trust 2021-1                                 | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3060000 | PA      | $2740114.64   | 0.20%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                   | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196823.80    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5091796.86   | 0.37%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N4C54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1627387 | PA      | $1608492.99   | 0.12%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                  | PRET 2021-RN4 LLC                                                               | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3459094 | PA      | $3042674.35   | 0.22%             | 2051-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | CFMT 2021-HB5 LLC                                                               | CUSIP: 12526PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $3588138.35   | 0.26%             | 2031-02-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $812167.45    | 0.06%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $832737.61    | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                    | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $905584.02    | 0.07%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1162024.55   | 0.08%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1695000 | PA      | $1250459.03   | 0.09%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1653342.04   | 0.12%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2610000 | PA      | $2472111.30   | 0.18%             | 2032-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4592000 | PA      | $4431761.56   | 0.32%             | 2030-03-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                   | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $894729.38    | 0.07%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                          | Drive Auto Receivables Trust 2019-3                                             | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2902857 | PA      | $2868766.48   | 0.21%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                     | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    272000 | PA      | $223224.12    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1341000 | PA      | $1276988.42   | 0.09%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                | APA Infrastructure Ltd                                                          | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $434893.32    | 0.03%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Credito Real USA Auto Receivables Trust                               | Credito Real USA Auto Receivables Trust 2021-1                                  | CUSIP: 22551EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340876 | PA      | $333222.44    | 0.02%             | 2027-02-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1042014.00   | 0.08%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J2H66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3613339 | PA      | $2962894.27   | 0.22%             | 2030-03-01      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2369793.30   | 0.17%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3617FDDV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1963043 | PA      | $1972596.57   | 0.14%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                              | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $155232.84    | 0.01%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $434078.78    | 0.03%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    992000 | PA      | $979983.24    | 0.07%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $536648.44    | 0.04%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                               | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    185000 | PA      | $132210.31    | 0.01%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FRR Re-Remic Trust                                                    | FRR Re-REMIC Trust 2018-C1                                                      | CUSIP: 30307WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2297351.52   | 0.17%             | 2046-10-27      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617QPED2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1560904 | PA      | $1445833.63   | 0.11%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                              | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $562246.59    | 0.04%             | 2041-05-13      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                              | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    555000 | PA      | $386231.24    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MRA Issuance Trust                                                    | MRA Issuance Trust 2021-EBO7                                                    | CUSIP: 55349H106<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774070 | PA      | $1594305.26   | 0.12%             | 2023-02-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                 | PRPM 2021-2 LLC                                                                 | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981147 | PA      | $908010.57    | 0.07%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $714063.79    | 0.05%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                      | Paramount Global                                                                | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    575000 | PA      | $551994.66    | 0.04%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2711028 | PA      | $2430217.41   | 0.18%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3439610 | PA      | $3020968.20   | 0.22%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust 2022-SFR2                                   | CUSIP: 64830RAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2537000 | PA      | $2062194.87   | 0.15%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1670000 | PA      | $1485731.88   | 0.11%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1135000 | PA      | $942447.74    | 0.07%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $475328.32    | 0.03%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $392015.57    | 0.03%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                              | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $644700.20    | 0.05%             | 2046-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    540000 | PA      | $479458.37    | 0.03%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LH3Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1470000 | PA      | $1396042.15   | 0.10%             | 2032-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                              | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    594000 | PA      | $518863.98    | 0.04%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1031041.88   | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $324568.76    | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                              | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    335000 | PA      | $241825.57    | 0.02%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $571072.07    | 0.04%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US/99TWBZVGJ                                                          | US/99TWBZVGJ                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3529687.50   | 0.26%             | 2031-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                          | DNB Bank ASA                                                                    | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    805000 | PA      | $682133.85    | 0.05%             | 2028-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                               | Office Properties Income Trust                                                  | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    210000 | PA      | $140666.46    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCIX LLC                                                                   | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157980 | PA      | $1029388.42   | 0.07%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    716000 | PA      | $638536.03    | 0.05%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                     | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $770440.09    | 0.06%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LG4Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2572528 | PA      | $2398397.24   | 0.17%             | 2037-01-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $392529.02    | 0.03%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2022-1                               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1696882 | PA      | $1499250.42   | 0.11%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                   | Deutsche Telekom AG                                                             | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $719832.69    | 0.05%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    358000 | PA      | $273499.63    | 0.02%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                | Anglo American Capital PLC                                                      | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1161864.34   | 0.08%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LB4R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023973 | PA      | $850204.02    | 0.06%             | 2031-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4790000 | PA      | $3659578.73   | 0.27%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                  | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    585000 | PA      | $547616.47    | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    515000 | PA      | $446670.32    | 0.03%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                            | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3773604 | PA      | $3773604.02   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1314777.66   | 0.10%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1202419.25   | 0.09%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1690046.40   | 0.12%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                               | Office Properties Income Trust                                                  | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $665877.17    | 0.05%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                                   | LSEGA Financing PLC                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $990480.73    | 0.07%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                              | Saudi Government International Bond                                             | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    338000 | PA      | $275214.47    | 0.02%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564747.50    | 0.04%             | 2025-02-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MYJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2486769 | PA      | $2483232.87   | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                               | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $275983.95    | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust                                                       | CUSIP: 89175GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735451 | PA      | $713572.43    | 0.05%             | 2047-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LEUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2084763.34   | 0.15%             | 2033-12-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                 | Healthpeak Properties Inc                                                       | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1130000 | PA      | $947117.69    | 0.07%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1284972.17   | 0.09%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6885000 | PA      | $4099129.95   | 0.30%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                               | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    580000 | PA      | $490715.13    | 0.04%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                            | GLS Auto Receivables Issuer Trust 2022-3                                        | CUSIP: 38014QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889000 | PA      | $1838738.62   | 0.13%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1240986.20   | 0.09%             | 2032-08-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140M3AF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254916 | PA      | $2773299.93   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President