# EDGAR Filing Document

**Accession Number:** 0000793769
**File Stem:** 0001410368-26-067323
**Filing Date:** 2026-6
**Character Count:** 218136
**Document Hash:** 4c9f67e7b2d41710fcf71110e20c1e61
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067323.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARBOR FUNDS
- **CENTRAL INDEX KEY:** 0000793769

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04676
- **FILM NUMBER:** 261127089

**BUSINESS ADDRESS:**
- **STREET 1:** 111 SOUTH WACKER DRIVE
- **STREET 2:** 34TH FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-443-4400

**MAIL ADDRESS:**
- **STREET 1:** 111 SOUTH WACKER DRIVE
- **STREET 2:** 34TH FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARBOR FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARBOR GROWTH FUND
- **DATE OF NAME CHANGE:** 19871229

## Series and Classes Contracts Data

### Harbor Core Bond Fund (Series ID: S000061981)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000200768 | Institutional Class | HACBX           |
| C000200769 | Retirement Class    | HCBRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARBOR FUNDS

- **b. Investment Company Act file number:** 811-04676

- **c. CIK number of Registrant:** 0000793769

- **d. LEI of Registrant:** 549300YJH4HL5M6WFP75

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

  - **Street Address 1:** 111 SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-443-4400

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

- **a. Name of Series:** Harbor Core Bond Fund

- **b. EDGAR series identifier (if any):** S000061981

- **c. LEI of Series:** 549300WRSFJ5U4S4L290

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1683343822.08

**Total Liabilities:** $12366446.95

**Net Assets:** $1670977375.13

**Delayed Delivery Securities:** $5863125.45

**Cash Not Reported:** $13996204.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1657.38000000 | **1-Year:** -51888.41000000 | **5-Year:** -147581.38000000 | **10-Year:** -103769.95000000 | **30-Year:** -40023.97000000

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

- **3-Month:** -35.33000000 | **1-Year:** -1008.25000000 | **5-Year:** -4275.99000000 | **10-Year:** -285.25000000 | **30-Year:** -0.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200769 | 1.56%                | -1.81%               | 0.13%                |
| Class ID C000200768 | 1.55%                | -1.81%               | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-536162.45              | $21606796.76                               |
| Month 2  | $-947314.25              | $-36384820.56                              |
| Month 3  | $-111234.13              | $-4305278.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XKQC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386299 | PA      | $383530.18    | 0.02%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                        | Ferguson Finance PLC                                                            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   4590000 | PA      | $4328732.43   | 0.26%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6666000 | PA      | $6408473.56   | 0.38%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                         | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637161 | PA      | $635742.11    | 0.04%             | 2049-08-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                      | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554500 | PA      | $2497212.78   | 0.15%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2455066 | PA      | $2512908.38   | 0.15%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                 | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    308000 | PA      | $283490.58    | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                       | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3147000 | PA      | $3174015.74   | 0.19%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                          | BMO 2026-C14 Mortgage Trust                                                     | CUSIP: 096942AV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4672046.12   | 0.28%             | 2059-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XRJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2104246 | PA      | $2071813.76   | 0.12%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X9GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760278 | PA      | $724239.11    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                              | Home Partners of America 2020-2 Trust                                           | CUSIP: 437301AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210149 | PA      | $192844.23    | 0.01%             | 2041-01-17      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                         | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $200702.03    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                      | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    162000 | PA      | $157337.10    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6481399 | PA      | $6104756.66   | 0.37%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XP2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2796492 | PA      | $2603465.12   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                         | Cheniere Energy Inc                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   5016000 | PA      | $4960775.39   | 0.30%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14400828 | PA      | $12302626.75  | 0.74%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16171634 | PA      | $13876981.08  | 0.83%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QQB46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2937484 | PA      | $2944866.41   | 0.18%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132A8Y37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177275 | PA      | $171177.30    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                      | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222253 | PA      | $218968.94    | 0.01%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4057233 | PA      | $4145846.92   | 0.25%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                        | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1142692.41   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138YNC21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91206 | PA      | $87693.67     | 0.01%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $1780748.19   | 0.11%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325481 | PA      | $266833.54    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                          | Subway Funding LLC                                                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070470 | PA      | $2084999.40   | 0.12%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                             | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1578000 | PA      | $1602906.21   | 0.10%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3179785.77   | 0.19%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2460000 | PA      | $2510614.18   | 0.15%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                      | TPG Operating Group II LP                                                       | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4617986.30   | 0.28%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3698000 | PA      | $3644648.03   | 0.22%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2681000 | PA      | $1686327.07   | 0.10%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3293326.87   | 0.20%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2666059.00   | 0.16%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $4229226.21   | 0.25%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                          | Tricon Residential 2024-SFR3 Trust                                              | CUSIP: 89616YAA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   3039673 | PA      | $2992529.32   | 0.18%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1903653.87   | 0.11%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CR47<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    949775 | PA      | $982015.57    | 0.06%             | 2047-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                    | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021200.10   | 0.06%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    971000 | PA      | $961731.19    | 0.06%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 3622AAXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623386 | PA      | $535136.37    | 0.03%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                               | UBS Commercial Mortgage Trust 2018-C13                                          | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270819 | PA      | $270265.92    | 0.02%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                              | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     77000 | PA      | $57042.53     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAM5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    294931 | PA      | $290995.75    | 0.02%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3173581.37   | 0.19%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVK20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4454695 | PA      | $4106165.66   | 0.25%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132CWLH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2519202 | PA      | $2447483.44   | 0.15%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3982787 | PA      | $3739467.79   | 0.22%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9421087 | PA      | $8073763.61   | 0.48%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140L4HJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248284 | PA      | $203664.77    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                             | SBA Tower Trust                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   6531000 | PA      | $6554074.68   | 0.39%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                 | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $4614996.69   | 0.28%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QKW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475841 | PA      | $409202.31    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QDHA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361228 | PA      | $340521.84    | 0.02%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8189000 | PA      | $8198125.00   | 0.49%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J7YE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112446 | PA      | $110915.54    | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7D84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160828 | PA      | $147295.61    | 0.01%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427PY32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7295374 | PA      | $7156944.30   | 0.43%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2026-INV1                                                | CUSIP: 816942AD8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   6321797 | PA      | $6295459.92   | 0.38%             | 2056-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                     | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153735.04    | 0.01%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                    | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1498991.33   | 0.09%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                        | CUSIP: 38378GGR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2142547 | PA      | $2080193.60   | 0.12%             | 2041-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7377895 | PA      | $7347475.32   | 0.44%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427QPG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6011741 | PA      | $6250028.60   | 0.37%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3950605 | PA      | $3915498.12   | 0.23%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                            | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   3033800 | PA      | $3057642.63   | 0.18%             | 2054-06-05      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6300000 | PA      | $6417065.09   | 0.38%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                        | Hercules Capital Inc                                                            | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   4718000 | PA      | $4654624.38   | 0.28%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                      | Sumisho Air Lease Corp                                                          | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6578000 | PA      | $6521748.56   | 0.39%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                 | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6382000 | PA      | $6612271.49   | 0.40%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XNVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5679755 | PA      | $4858235.20   | 0.29%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                        | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   6974000 | PA      | $6887128.30   | 0.41%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6213000 | PA      | $6081504.84   | 0.36%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                     | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2645000 | PA      | $2749767.79   | 0.16%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                    | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3338000 | PA      | $3337755.73   | 0.20%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                       | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1828711.89   | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                          | Wendy's Funding LLC                                                             | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    952491 | PA      | $839560.17    | 0.05%             | 2051-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                            | Carlyle US CLO 2022-1 Ltd                                                       | CUSIP: 14318JAL0<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   8147000 | PA      | $8143453.61   | 0.49%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                    | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2773099.97   | 0.17%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XNG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4171349 | PA      | $3586551.15   | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   4140000 | PA      | $3727473.96   | 0.22%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 31 Ltd                                          | Elmwood CLO 31 Ltd                                                              | CUSIP: 29003HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3172000 | PA      | $3180357.78   | 0.19%             | 2037-07-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4435006 | PA      | $4458888.26   | 0.27%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248939 | PA      | $250177.20    | 0.01%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140H6CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189218 | PA      | $180250.45    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                    | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   7384000 | PA      | $7321355.10   | 0.44%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21621000 | PA      | $21359183.10  | 1.28%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                       | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5562568 | PA      | $5795926.07   | 0.35%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3238000 | PA      | $3256858.18   | 0.19%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                    | Delta Air Lines 2015-1 Class AA Pass Through Trust                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265522 | PA      | $262518.32    | 0.02%             | 2027-07-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2025-6                                                   | CUSIP: 81749YAL5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   1817210 | PA      | $1819767.66   | 0.11%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CV59<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1662183 | PA      | $1721813.57   | 0.10%             | 2048-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                          | Tricon Residential 2024-SFR2 Trust                                              | CUSIP: 89616VAA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   5183586 | PA      | $5161348.20   | 0.31%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                    | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163241 | PA      | $158808.79    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                      | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6075271.82   | 0.36%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                        | BANK 2021-BNK35                                                                 | CUSIP: 06540CBA4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   7490000 | PA      | $6631729.14   | 0.40%             | 2064-06-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    717512 | PA      | $719947.12    | 0.04%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4397000 | PA      | $4563709.31   | 0.27%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    163000 | PA      | $180330.41    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                           | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5375804.45   | 0.32%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6563000 | PA      | $6547187.76   | 0.39%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XQZ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4191706 | PA      | $4166475.91   | 0.25%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                 | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51586.98     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3649186 | PA      | $3600192.72   | 0.22%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                  | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3279596.26   | 0.20%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                               | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2902983.58   | 0.17%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                    | AT&T Inc                                                                        | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7136000 | PA      | $7044782.22   | 0.42%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                      | CVS Pass-Through Trust                                                          | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33474 | PA      | $33564.52     | 0.00%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427RF70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8883631 | PA      | $7509474.92   | 0.45%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJCA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154386 | PA      | $150424.04    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9192000 | PA      | $9341247.75   | 0.56%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J8RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135606 | PA      | $132341.00    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11059000 | PA      | $10608216.14  | 0.63%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $714411.04    | 0.04%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO III                                    | KKR Group Finance Co III LLC                                                    | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $152465.44    | 0.01%             | 2044-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62197 | PA      | $61366.24     | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                        | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    741000 | PA      | $516808.35    | 0.03%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15124335 | PA      | $12200299.11  | 0.73%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CU35<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2202537 | PA      | $2248779.55   | 0.13%             | 2048-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                      | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   5784000 | PA      | $5721569.88   | 0.34%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                      | Cox Communications Inc                                                          | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348710.13    | 0.02%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2024-5                                                   | CUSIP: 81743CAE5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    840380 | PA      | $842857.88    | 0.05%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140KM3J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1196128 | PA      | $979016.87    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                  | PSMC 2020-2 Trust                                                               | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33422 | PA      | $29856.74     | 0.00%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                              | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $1789099.13   | 0.11%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8580000 | PA      | $8562259.82   | 0.51%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718319 | PA      | $1675182.23   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                      | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1473013.70   | 0.09%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2335000 | PA      | $2430987.04   | 0.15%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                          | Tricon Residential 2023-SFR2 Trust                                              | CUSIP: 895978AA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   5671592 | PA      | $5625262.17   | 0.34%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I - VII, XIV                           | Store Master Funding I-VII and XIV                                              | CUSIP: 86212XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161121 | PA      | $158556.44    | 0.01%             | 2049-11-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                 | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    243000 | PA      | $219910.43    | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1177490.00   | 0.07%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                         | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBB3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    302641 | PA      | $301639.35    | 0.02%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2929814 | PA      | $2873139.65   | 0.17%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8402511 | PA      | $7763736.35   | 0.46%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFDX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2469457 | PA      | $2011825.16   | 0.12%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3811971 | PA      | $3901784.24   | 0.23%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7111001 | PA      | $5756218.53   | 0.34%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                              | Morgan Stanley Capital I Trust 2016-UBS11                                       | CUSIP: 61767FBA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2550185.42   | 0.15%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $3146409.15   | 0.19%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                              | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3997000 | PA      | $2474173.70   | 0.15%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5146286 | PA      | $4748281.74   | 0.28%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1513000 | PA      | $1545409.67   | 0.09%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    322000 | PA      | $323319.32    | 0.02%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                               | SBA Small Business Investment Cos                                               | CUSIP: 831641GB5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5455000 | PA      | $5442589.88   | 0.33%             | 2036-03-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                              | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4092000 | PA      | $4102447.69   | 0.25%             | 2042-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                  | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1596111.31   | 0.10%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                          | Wendy's Funding LLC                                                             | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    194124 | PA      | $178757.88    | 0.01%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63900000 | PA      | $63203589.68  | 3.78%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283780 | PA      | $254397.63    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1654825.98   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    495000 | PA      | $434689.90    | 0.03%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CS38<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    242708 | PA      | $244595.45    | 0.01%             | 2048-02-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X66E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2977228 | PA      | $2835902.44   | 0.17%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                    | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2466000 | PA      | $2535605.61   | 0.15%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MRBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380675 | PA      | $379425.31    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                      | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2410601.80   | 0.14%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    856000 | PA      | $592609.34    | 0.04%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                                     | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3723682.94   | 0.22%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                        | Glencore Funding LLC                                                            | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6636000 | PA      | $6685136.99   | 0.40%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                  | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3225750 | PA      | $3304628.46   | 0.20%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4453763 | PA      | $4558698.17   | 0.27%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6287285 | PA      | $6427547.90   | 0.38%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO XII                                      | KKR Group Finance Co XII LLC                                                    | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2401009.00   | 0.14%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20615000 | PA      | $19824221.38  | 1.19%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                                     | Virginia Power Fuel Securitization LLC                                          | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   5397000 | PA      | $5449564.95   | 0.33%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                       | Wells Fargo Commercial Mortgage Trust 2021-C60                                  | CUSIP: 95003DBJ6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2167000 | PA      | $1931066.14   | 0.12%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0KJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    963958 | PA      | $986956.02    | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                | GS Mortgage Securities Trust 2016-GS3                                           | CUSIP: 36251PAD6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $546991.17    | 0.03%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31329JKG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727468 | PA      | $684561.08    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CWR0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    123741 | PA      | $118001.01    | 0.01%             | 2034-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                     | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $4214220.74   | 0.25%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of California                                         | CALIFORNIA ST                                                                   | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    300000 | PA      | $344063.64    | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp               | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1844115 | PA      | $1894372.48   | 0.11%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                            | CIFC Funding 2022-I Ltd                                                         | CUSIP: 12570LAA6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1632751.52   | 0.10%             | 2035-04-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MYAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1130363 | PA      | $1121565.85   | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                       | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5585272.77   | 0.33%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44137000 | PA      | $39046590.19  | 2.34%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1662000 | PA      | $1683497.85   | 0.10%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                       | GM Financial Automobile Leasing Trust 2024-1                                    | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95360 | PA      | $95426.46     | 0.01%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank                                                        | BANK 2017-BNK6                                                                  | CUSIP: 060352AF8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    709000 | PA      | $702094.55    | 0.04%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QELR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129947 | PA      | $111487.15    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KJBD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171706 | PA      | $141607.15    | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7489698 | PA      | $7130227.01   | 0.43%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202577.76    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041010 | PA      | $892864.18    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626421 | PA      | $536189.47    | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140K7WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220699 | PA      | $208321.97    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                           | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    808000 | PA      | $810996.37    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310084 | PA      | $276619.57    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                     | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |   1921000 | PA      | $1663129.76   | 0.10%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                   | Kubota Credit Owner Trust 2024-1                                                | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1716971 | PA      | $1730521.71   | 0.10%             | 2028-07-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6062320 | PA      | $6157007.68   | 0.37%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae I Pool                                                               | CUSIP: 3622A22A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79445 | PA      | $75812.07     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                               | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4397000 | PA      | $4121596.50   | 0.25%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5594216 | PA      | $4797688.06   | 0.29%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae I Pool                                                               | CUSIP: 3622AABF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97861 | PA      | $93627.73     | 0.01%             | 2046-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2025-2                                          | CUSIP: 46593NAF2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1924530 | PA      | $1925690.87   | 0.12%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436965.09    | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3142GSL55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3526725 | PA      | $3672043.99   | 0.22%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQ6L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5523604 | PA      | $4928112.21   | 0.29%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2155361.75   | 0.13%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2883285 | PA      | $2466505.82   | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QDX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427730 | PA      | $392823.31    | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CU68<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    458636 | PA      | $480826.61    | 0.03%             | 2048-09-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X64G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331902 | PA      | $323327.82    | 0.02%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5169010 | PA      | $4923984.92   | 0.29%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                 | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2993079.17   | 0.18%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3347922.88   | 0.20%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1230000 | PA      | $1215821.33   | 0.07%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QERV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718634 | PA      | $585310.67    | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4125000 | PA      | $4112547.86   | 0.25%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                       | QTS Issuer ABS II LLC                                                           | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2515500.00   | 0.15%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4635609 | PA      | $4369820.23   | 0.26%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                               | AIA Group Ltd                                                                   | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    419000 | PA      | $412462.41    | 0.02%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPZS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3875893 | PA      | $3883274.85   | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                              | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312165 | PA      | $309401.63    | 0.02%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                               | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4534000 | PA      | $4570955.86   | 0.27%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2129000 | PA      | $2143695.44   | 0.13%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CW25<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3629776 | PA      | $3721881.99   | 0.22%             | 2049-02-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                       | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1450268.38   | 0.09%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                          | Subway Funding LLC                                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3940000 | PA      | $3973902.28   | 0.24%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335117 | PA      | $330636.10    | 0.02%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                        | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4100013.28   | 0.25%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CW74<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   4000623 | PA      | $4113460.81   | 0.25%             | 2049-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQWH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380739 | PA      | $387622.97    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                   | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    699319 | PA      | $702651.09    | 0.04%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                        | Mercedes-Benz Auto Receivables Trust 2022-1                                     | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362000 | PA      | $363923.27    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                               | SBA Small Business Investment Cos                                               | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3798092 | PA      | $3830281.22   | 0.23%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698935 | PA      | $590324.11    | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                        | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   5857000 | PA      | $5741609.49   | 0.34%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $4583307.53   | 0.27%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5123759 | PA      | $4924519.35   | 0.29%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136BRU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571760 | PA      | $571963.08    | 0.03%             | 2047-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546670 | PA      | $505463.50    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158702 | PA      | $156106.42    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                               | AIA Group Ltd                                                                   | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   3680000 | PA      | $3765406.95   | 0.23%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                    | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2451845.51   | 0.15%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                     | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $773702.20    | 0.05%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2699000 | PA      | $2700769.46   | 0.16%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76351 | PA      | $69025.27     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3317000 | PA      | $3270611.32   | 0.20%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1695000 | PA      | $1810895.08   | 0.11%             | 2034-12-07      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2765970 | PA      | $2629819.02   | 0.16%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                       | BANK5 2023-5YR1                                                                 | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6513000 | PA      | $6677203.15   | 0.40%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2025-4                                          | CUSIP: 46593UAE9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2725089 | PA      | $2727061.19   | 0.16%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2773913.01   | 0.17%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5216000 | PA      | $5369437.25   | 0.32%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4408466 | PA      | $3755726.96   | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | BMARK 2023-V4                                                                   | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4178305.60   | 0.25%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67710000 | PA      | $64182996.93  | 3.84%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                             | SBA Tower Trust                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              |  | US        |    705000 | PA      | $630168.41    | 0.04%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                         | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1161968.13   | 0.07%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3519590.18   | 0.21%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XMHB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395056 | PA      | $395334.38    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                         | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4344000 | PA      | $4295526.17   | 0.26%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                       | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2295128 | PA      | $2300031.69   | 0.14%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                      | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    878000 | PA      | $835210.99    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331236 | PA      | $283439.86    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR GRP FIN CO VI LLC                                       | KKR Group Finance Co VI LLC                                                     | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1226868.71   | 0.07%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20919000 | PA      | $20479374.25  | 1.23%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5375216 | PA      | $5009918.09   | 0.30%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                       | DB Master Finance LLC                                                           | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   6582400 | PA      | $6450804.66   | 0.39%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529017.14    | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                     | Hyundai Capital America                                                         | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1222559.71   | 0.07%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                     | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6649794.75   | 0.40%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                      | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3774082.87   | 0.23%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                           | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1067395.57   | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |   1701200 | PA      | $1704397.35   | 0.10%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                  | Progress Residential 2024-SFR3 Trust                                            | CUSIP: 74331VAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   6641721 | PA      | $6288141.58   | 0.38%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPZ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3617209 | PA      | $3702432.17   | 0.22%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae I Pool                                                               | CUSIP: 3622AAAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46756 | PA      | $46351.43     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3126277.22   | 0.19%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    906000 | PA      | $873261.74    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $3177191.96   | 0.19%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPCH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3216922 | PA      | $3064022.57   | 0.18%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FMSZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903638 | PA      | $833749.85    | 0.05%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427RK82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9344348 | PA      | $9345800.88   | 0.56%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2024-1                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722450 | PA      | $725436.41    | 0.04%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                    | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $192284.92    | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                      | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   1199000 | PA      | $1175037.58   | 0.07%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd                                          | Elmwood CLO 39 Ltd                                                              | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4199000 | PA      | $4200191.89   | 0.25%             | 2038-04-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2547077.50   | 0.15%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                             | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $382330.08    | 0.02%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CY98<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   6018410 | PA      | $6084883.33   | 0.36%             | 2049-11-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1697829 | PA      | $1520165.79   | 0.09%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                            | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   4716000 | PA      | $4794617.94   | 0.29%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   6183000 | PA      | $6031136.99   | 0.36%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                         | GS Mortgage-Backed Securities Trust 2025-9                                      | CUSIP: 36273FAF7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   5256096 | PA      | $5226208.30   | 0.31%             | 2056-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | Benchmark 2021-B26 Mortgage Trust                                               | CUSIP: 08163EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $366593.68    | 0.02%             | 2054-06-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3191173.69   | 0.19%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17889000 | PA      | $16747178.76  | 1.00%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1768680 | PA      | $1512050.21   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                        | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   4751000 | PA      | $4669566.58   | 0.28%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                         | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3528828.90   | 0.21%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18093000 | PA      | $17408858.44  | 1.04%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                    | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $5879377.90   | 0.35%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                | HUT 8 DC LLC                                                                    | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |   3381000 | PA      | $3411119.98   | 0.20%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7150000 | PA      | $7250925.11   | 0.43%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XP2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4463533 | PA      | $4370048.88   | 0.26%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                             | Citizens Auto Receivables Trust 2024-1                                          | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614089 | PA      | $616470.70    | 0.04%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                      | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353471 | PA      | $347486.13    | 0.02%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2063828 | PA      | $1840271.80   | 0.11%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                             | WHARF Commercial Mortgage Trust 2025-DC                                         | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3361101.15   | 0.20%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XKZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586702 | PA      | $572187.57    | 0.03%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5533949 | PA      | $4742452.61   | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                    | Northern States Power Co/MN                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4451629.44   | 0.27%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                          | Elmwood CLO 30 Ltd                                                              | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2976000 | PA      | $2980592.83   | 0.18%             | 2037-07-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                               | SBA Small Business Investment Cos                                               | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1188169 | PA      | $1204500.52   | 0.07%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W0YF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4478375 | PA      | $4476908.99   | 0.27%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4062204 | PA      | $4081843.52   | 0.24%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2024-5                                          | CUSIP: 46658RAD0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    779764 | PA      | $782596.66    | 0.05%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249157.43    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3535524.28   | 0.21%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                    | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294848.82    | 0.02%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3899000 | PA      | $3861567.10   | 0.23%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                      | CVS Pass-Through Trust                                                          | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129384 | PA      | $130149.24    | 0.01%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                      | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614062 | PA      | $569176.37    | 0.03%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140N4PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303385 | PA      | $308341.36    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    813000 | PA      | $825919.85    | 0.05%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CVS PASS THRU TR 2009                                       | CVS Pass-Through Trust Series 2009                                              | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650947 | PA      | $705034.22    | 0.04%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                          | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   3807000 | PA      | $3730890.46   | 0.22%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3085501 | PA      | $2643260.24   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                      | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $296613.00    | 0.02%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5818782 | PA      | $5700868.27   | 0.34%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2358417.42   | 0.14%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454437 | PA      | $1299297.21   | 0.08%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                      | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    514000 | PA      | $519544.93    | 0.03%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                             | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $493139.40    | 0.03%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CV83<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1139488 | PA      | $1150022.37   | 0.07%             | 2049-01-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CR96<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    925982 | PA      | $938311.69    | 0.06%             | 2048-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71963000 | PA      | $70360699.19  | 4.21%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140JBNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86183 | PA      | $89108.49     | 0.01%             | 2036-12-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9051815 | PA      | $8832615.37   | 0.53%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X9MR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248538 | PA      | $236809.78    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2869567 | PA      | $2815541.95   | 0.17%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3777381 | PA      | $3238745.41   | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3133BSPV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142838 | PA      | $144595.16    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CW58<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2848735 | PA      | $2881480.96   | 0.17%             | 2049-03-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    697000 | PA      | $660518.28    | 0.04%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ET4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136339 | PA      | $134166.83    | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CYU1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     69999 | PA      | $65065.35     | 0.00%             | 2037-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDY26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214946 | PA      | $184125.22    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132CXF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1712164 | PA      | $1649232.12   | 0.10%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                    | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7316000 | PA      | $7184689.51   | 0.43%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                      | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $180332.33    | 0.01%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2022-3                       | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172857 | PA      | $172775.81    | 0.01%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XKQB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2220855 | PA      | $2107153.78   | 0.13%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                           | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4547518.69   | 0.27%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                          | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1481398.91   | 0.09%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                  | Progress Residential 2022-SFR2 Trust                                            | CUSIP: 74332VAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1042301 | PA      | $1025665.74   | 0.06%             | 2027-04-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 3617AVGG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188368 | PA      | $182539.95    | 0.01%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                                              | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2833000 | PA      | $2864836.15   | 0.17%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    602346 | PA      | $605624.17    | 0.04%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CXE8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    112884 | PA      | $107758.77    | 0.01%             | 2035-08-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                   | SLG Office Trust 2026-OMA                                                       | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3923000 | PA      | $3941206.64   | 0.24%             | 2041-04-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3710000 | PA      | $3789770.19   | 0.23%             | 2031-03-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                              | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    199000 | PA      | $187884.62    | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                 | BBCMS Mortgage Trust 2024-5C25                                                  | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3466000 | PA      | $3577066.58   | 0.21%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                     | Northern Natural Gas Co                                                         | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1703401.25   | 0.10%             | 2054-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                                      | Air Canada 2015-1 Class A Pass Through Trust                                    | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200751 | PA      | $199001.09    | 0.01%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                                    | STORE Master Funding LLC                                                        | CUSIP: 86212FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6691426 | PA      | $6486465.21   | 0.39%             | 2055-10-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CUR2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     35906 | PA      | $34168.55     | 0.00%             | 2032-03-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                         | GS Mortgage-Backed Securities Corp Trust 2020-PJ4                               | CUSIP: 36259VAB9<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |     83813 | PA      | $73107.62     | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                     | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7835000 | PA      | $8278776.75   | 0.50%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act | NEW HAMPSHIRE ST HLTH & EDU FACS AUTH REVENUE                                   | CUSIP: 64461XKB0<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |   2515000 | PA      | $2516199.15   | 0.15%             | 2034-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPBF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2488983 | PA      | $2034779.53   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105567 | PA      | $101777.63    | 0.01%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                    | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   1879000 | PA      | $1856798.84   | 0.11%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5499607 | PA      | $5531937.31   | 0.33%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                  | AMSR 2022-SFR3 Trust                                                            | CUSIP: 66981YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782058 | PA      | $774522.96    | 0.05%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                              | Home Partners of America 2022-1 Trust                                           | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115654 | PA      | $115006.07    | 0.01%             | 2039-04-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2654634.82   | 0.16%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31329QHG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100365 | PA      | $98268.77     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CV34<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1057631 | PA      | $1099835.32   | 0.07%             | 2048-11-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                            | CIFC Funding 2024-III Ltd                                                       | CUSIP: 12575WAA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1548000 | PA      | $1552739.50   | 0.09%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X8QJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6046287 | PA      | $5426497.78   | 0.32%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2014071 | PA      | $1728042.29   | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                    | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1429000 | PA      | $1057498.85   | 0.06%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6331000 | PA      | $6046599.58   | 0.36%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                           | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4446732.04   | 0.27%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                          | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549000 | PA      | $581810.82    | 0.03%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                          | Wendy's Funding LLC                                                             | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   3162092 | PA      | $3030893.28   | 0.18%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                  | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAQ3<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   4782000 | PA      | $4785420.37   | 0.29%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   6004000 | PA      | $6003212.28   | 0.36%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                       | Palmer Square CLO 2021-4 Ltd                                                    | CUSIP: 69702EAL9<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |   7611000 | PA      | $7625690.60   | 0.46%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4026855 | PA      | $3954396.27   | 0.24%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132CW3U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260396 | PA      | $258804.52    | 0.02%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | Benchmark 2024-V6 Mortgage Trust                                                | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5913000 | PA      | $6099399.64   | 0.37%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X9LB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305049 | PA      | $282278.26    | 0.02%             | 2040-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                       | Palmer Square CLO 2022-4 Ltd                                                    | CUSIP: 69700XAN5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   3427000 | PA      | $3436283.50   | 0.21%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X8D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328905 | PA      | $294994.27    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA Global Funding Trust                                                         | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2587595.54   | 0.15%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045511 | PA      | $926041.33    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882302 | PA      | $1810025.95   | 0.11%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                 | BBCMS Mortgage Trust 2024-C26                                                   | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4623000 | PA      | $4870459.02   | 0.29%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573434 | PA      | $513691.74    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                                    | Consumers 2023 Securitization Funding LLC                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2777106.97   | 0.17%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2844596.40   | 0.17%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335AUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169658 | PA      | $162587.88    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MYAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742966 | PA      | $739193.46    | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   3185000 | PA      | $3159702.50   | 0.19%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1946544 | PA      | $1797511.02   | 0.11%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5712000 | PA      | $5625890.11   | 0.34%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8962000 | PA      | $7987122.06   | 0.48%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                         | NEW YORK NY                                                                     | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1385495.85   | 0.08%             | 2055-02-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDGB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1812659 | PA      | $1822607.88   | 0.11%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | Benchmark 2024-V5 Mortgage Trust                                                | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440000 | PA      | $2507310.82   | 0.15%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                       | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2269275 | PA      | $2238303.93   | 0.13%             | 2051-11-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | United States Small Business Administration                                     | CUSIP: 83162CZF3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    130181 | PA      | $120474.92    | 0.01%             | 2038-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA Global Funding Trust                                                         | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2461566.57   | 0.15%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XC4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175470 | PA      | $171411.50    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                                | FIVE 2023-V1 Mortgage Trust                                                     | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160000 | PA      | $3212609.26   | 0.19%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $1180766.28   | 0.07%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9MM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759589 | PA      | $745248.44    | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4739074 | PA      | $4730803.07   | 0.28%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2676000 | PA      | $2648403.75   | 0.16%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                       | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   4092000 | PA      | $4055027.55   | 0.24%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132E04V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5904525 | PA      | $5624541.21   | 0.34%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7084515 | PA      | $5836321.07   | 0.35%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586426 | PA      | $501773.69    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                           | Citigroup Mortgage Loan Trust 2025-1                                            | CUSIP: 17332FAH2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   2326732 | PA      | $2328308.38   | 0.14%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                               | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BCM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $478920.62    | 0.03%             | 2040-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs           | Small Business Administration Participation Certificates                        | CUSIP: 83162C3A9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   7598000 | PA      | $7522366.47   | 0.45%             | 2050-11-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                          | Subway Funding LLC                                                              | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4583205 | PA      | $4521518.68   | 0.27%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KGPY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5105715 | PA      | $4564588.39   | 0.27%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                             | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5091038 | PA      | $4832728.44   | 0.29%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                       | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144032.17    | 0.01%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4779000 | PA      | $4714516.00   | 0.28%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8509000 | PA      | $8617884.82   | 0.52%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                         | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $3634210.77   | 0.22%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QCXK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675590 | PA      | $661823.43    | 0.04%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67389 | PA      | $69889.16     | 0.00%             | 2047-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2064772 | PA      | $2001693.88   | 0.12%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                  | AMSR 2024-SFR1 Trust                                                            | CUSIP: 00179CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7154000 | PA      | $7022988.23   | 0.42%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21321000 | PA      | $18863671.38  | 1.13%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4020982 | PA      | $3444380.51   | 0.21%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9329000 | PA      | $9247917.84   | 0.55%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                           | CBRE Services Inc                                                               | CUSIP: 12505BAM2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5805391.92   | 0.35%             | 2036-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335BGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4676745 | PA      | $4461536.91   | 0.27%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                    | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $833151.02    | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4948000 | PA      | $4914453.25   | 0.29%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                        | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5239000 | PA      | $5415240.27   | 0.32%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    173000 | PA      | $103304.29    | 0.01%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $75422.58     | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                          | Chase Home Lending Mortgage Trust 2024-9                                        | CUSIP: 16160QAD6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   2805531 | PA      | $2809030.81   | 0.17%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1040853 | PA      | $1062583.11   | 0.06%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                    | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    158000 | PA      | $132014.20    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                               | SBA Small Business Investment Cos                                               | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   4153079 | PA      | $4186116.32   | 0.25%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                      | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    961000 | PA      | $923313.92    | 0.06%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XAGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235697 | PA      | $193468.73    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                               | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    370000 | PA      | $377236.42    | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJL43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6242797 | PA      | $6246665.27   | 0.37%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659198 | PA      | $564503.15    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                    | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   4642000 | PA      | $4707451.92   | 0.28%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3698995 | PA      | $3322831.75   | 0.20%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9944000 | PA      | $9367752.96   | 0.56%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1973230 | PA      | $1977429.77   | 0.12%             | 2041-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago  | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148256.60    | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                   | CUSIP: 35563PKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122441 | PA      | $118012.34    | 0.01%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X7Y45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706898 | PA      | $606666.59    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                       | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2454305.66   | 0.15%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO II                                         | KKR Group Finance Co II LLC                                                     | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $50831.84     | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132CWNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329569 | PA      | $316406.81    | 0.02%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                          | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2799935.93   | 0.17%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227878 | PA      | $195934.19    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                         | GS Mortgage-Backed Securities Trust 2025-PJ7                                    | CUSIP: 36272MAE6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   2791963 | PA      | $2793664.01   | 0.17%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $3860266.52   | 0.23%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140KDB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79296 | PA      | $67842.63     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                        | CUSIP: 38378TKW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1579083 | PA      | $1522402.46   | 0.09%             | 2040-11-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132AC3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5290855 | PA      | $5191242.74   | 0.31%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                       | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330433 | PA      | $328239.66    | 0.02%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12200424 | PA      | $12245963.68  | 0.73%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                      | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    198000 | PA      | $149503.61    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1099969.46   | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257796 | PA      | $228057.23    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                         | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420290.63    | 0.03%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                            | Cifc Funding 2014-IV-R Ltd                                                      | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   5816000 | PA      | $5806593.55   | 0.35%             | 2035-01-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2081000 | PA      | $2126975.53   | 0.13%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452731 | PA      | $429800.09    | 0.03%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA Global Funding Trust                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3223399.72   | 0.19%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140N4PL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352398 | PA      | $358610.50    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798691 | PA      | $1549441.08   | 0.09%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                          | Chase Home Lending Mortgage Trust 2026-4                                        | CUSIP: 16190AAK9<br>LEI: 529900RC8XDKYS98ES21 | Long             | ABS-MBS          | CORP              | US        |   8428000 | PA      | $8371600.84   | 0.50%             | 2057-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2861000 | PA      | $2890050.74   | 0.17%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5270259 | PA      | $4481519.10   | 0.27%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QDUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142628 | PA      | $121979.54    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** HARBOR FUNDS

**Signature:** Ryan Elve

**Name of Signer:** Ryan Elve

**Title:** Vice President, Harbor Funds