# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-23-041125
**Filing Date:** 2023-2
**Character Count:** 736090
**Document Hash:** 5228d4604ce52d57a9f55009db1da039
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041125.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041125

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 23670951

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL Enhanced Bond Index Fund (Series ID: S000025364)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000075764 | AZL Enhanced Bond Index Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

- **a. Name of Series:** AZL Enhanced Bond Index Fund

- **b. EDGAR series identifier (if any):** S000025364

- **c. LEI of Series:** 549300HZEWYWF6067X34

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2323384741.78

**Total Liabilities:** $235351911.43

**Net Assets:** $2088032830.35

**Cash Not Reported:** $437132.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3114.17496884 | **1-Year:** -70831.58129904 | **5-Year:** -246437.17338154 | **10-Year:** -354795.42868419 | **30-Year:** -146202.12453173

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

- **3-Month:** -8.77740066 | **1-Year:** -302.25786499 | **5-Year:** -189.95276743 | **10-Year:** -472.43224925 | **30-Year:** -785.61750682

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075764 | -1.63%               | 3.72%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6957042.13             | $-29380704.92                              |
| Month 2  | $-22818992.67            | $94753797.40                               |
| Month 3  | $-11526791.08            | $2422833.64                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                                  | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1093192 | PA      | $1022283.09   | 0.05%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70309 | PA      | $72424.87     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP                               | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $867649.90    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12855000 | PA      | $8050443.75   | 0.39%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943372 | PA      | $872131.06    | 0.04%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                                                  | VITERRA FINANCE BV                                 | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $1082189.83   | 0.05%             | 2025-09-24      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31707 | PA      | $30296.19     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136429 | PA      | $139231.36    | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319226 | PA      | $264338.33    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD                                                                           | ACRES COMMERCIAL REALTY LTD                        | CUSIP: 00500JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1842897.56   | 0.09%             | 2037-01-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                        | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $953125.63    | 0.05%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134694 | PA      | $123850.05    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9025 | PA      | $9071.49      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    859000 | PA      | $772482.38    | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7971 | PA      | $8108.53      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC                                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    307000 | PA      | $216480.13    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                | LENDMARK FUNDING TRUST                             | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1182175.68   | 0.06%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13671 | PA      | $13297.41     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    627831 | PA      | $563487.68    | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                                      | FLATIRON CLO 18 LTD                                | CUSIP: 33883GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1034401.15   | 0.05%             | 2031-04-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6910 | PA      | $6473.02      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35788 | PA      | $33333.38     | 0.00%             | 2039-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4352773 | PA      | $3557876.58   | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79517 | PA      | $80228.91     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd.                                                                                   | INTERCORP PERU LTD                                 | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    348000 | PA      | $290346.49    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11968 | PA      | $11281.16     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1332000 | PA      | $1265261.47   | 0.06%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | 10 YEAR US TREASURY NOTE FUTURE MAR23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       271 | NC      | $-259641.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO COMPANY                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    798000 | PA      | $740864.00    | 0.04%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72057 | PA      | $66244.74     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                                        | PROLOGIS LP                                        | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    362000 | PA      | $344865.45    | 0.02%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1077000 | PA      | $983982.74    | 0.05%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                   | NELNET STUDENT LOAN TRUST 2021 D                   | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2626243 | PA      | $2364547.48   | 0.11%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                         | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3199373.60   | 0.15%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                            | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   3243000 | PA      | $2795365.47   | 0.13%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2463671.88   | 0.12%             | 2053-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                                                               | SA GLOBAL SUKUK LTD                                | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $557638.25    | 0.03%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648267 | PA      | $594872.82    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP                                  | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3368275.20   | 0.16%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                           | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    470000 | PA      | $452375.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1583781.83   | 0.08%             | 2051-11-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5483585 | PA      | $4488286.39   | 0.21%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92336 | PA      | $87920.58     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                               | DRYDEN 43 SENIOR LOAN FUND                         | CUSIP: 26245CBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2095000 | PA      | $2030968.42   | 0.10%             | 2034-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408386.91    | 0.02%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22957 | PA      | $22808.96     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66147 | PA      | $61612.97     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $697685.32    | 0.03%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC                                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1091444.09   | 0.05%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5703 | PA      | $5406.03      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -11975500 | PA      | $-10180110.53 | -0.49%            | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297G4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53408 | PA      | $55018.37     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                           | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1063612.50   | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       287 | PA      | $287.40       | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45069 | PA      | $41118.18     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1628524 | PA      | $1336956.75   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CF MORTGAGE TRUST                                                                                     | CANTOR COMMERCIAL REAL ESTATE LENDING              | CUSIP: 12529TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $496171.57    | 0.02%             | 2053-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5695262 | PA      | $5325956.95   | 0.26%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                                                          | TEXTRON INC                                        | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $996293.36    | 0.05%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360228 | PA      | $379334.00    | 0.02%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO LTD                                                                                      | WHITEBOX CLO III LTD                               | CUSIP: 96467HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1460586.00   | 0.07%             | 2034-10-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143335 | PA      | $138101.45    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2325000 | PA      | $2292304.69   | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55059 | PA      | $48462.34     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    730000 | PA      | $741420.85    | 0.04%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1434337.48   | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                                       | NEW JERSEY STATE TRANSPORTATION AUTH               | CUSIP: 646136XR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $617768.50    | 0.03%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| U S DOLLAR                                                                                            | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     96700 | OU      | $-1559.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                                                             | ANCHORAGE CAPITAL CLO LTD                          | CUSIP: 03328TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984530.74    | 0.05%             | 2031-01-28      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                                  | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    461000 | PA      | $421519.96    | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                         | CON EDISON CO OF NY INC                            | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    919000 | PA      | $996336.61    | 0.05%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7022500 | PA      | $6498007.03   | 0.31%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1255101 | PA      | $1036973.45   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6719 | PA      | $6920.83      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                            | EURO BUXL 30 YEAR BOND FUTURE MAR23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -10 | NC      | $272584.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232035 | PA      | $215054.97    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24475 | PA      | $23306.33     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIR 2020 1 PTT                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1027498 | PA      | $1008232.74   | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENCOSUD S.A.                                                                                         | CENCOSUD SA                                        | CUSIP: 15132HAF8<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $248455.00    | 0.01%             | 2025-02-12      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6143 | PA      | $5974.58      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIRLINES 2016 2 B PTT                       | CUSIP: UAP7T7BX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5718 | PA      | $5042.53      | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                                                                   | REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $596760.45    | 0.03%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134686 | PA      | $134180.98    | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95284 | PA      | $92930.27     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72454 | PA      | $67895.45     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36183AF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10916 | PA      | $10364.69     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86254 | PA      | $82902.89     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44918 | PA      | $45710.52     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8T31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974472 | PA      | $863954.61    | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -728600 | PA      | $-703099.00   | -0.03%            | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20912 | PA      | $19754.29     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                                                      | NATIONAL RETAIL PROPERTIES INC                     | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    593000 | PA      | $366409.36    | 0.02%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   1013000 | PA      | $1041124.43   | 0.05%             | 2030-03-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOCIAL PROFESSIONAL LOAN PROG                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585420 | PA      | $532017.61    | 0.03%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16540000 | PA      | $16622700.00  | 0.80%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    935000 | PA      | $853720.45    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235234 | PA      | $1187604.55   | 0.06%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                                              | GPMT 2021 FL4 LTD                                  | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960000 | PA      | $2823379.42   | 0.14%             | 2036-11-15      | Floating      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                              | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1465491.08   | 0.07%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPER                           | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $407531.86    | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                              | STATE STREET CORP                                  | CUSIP: 857477AQ6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    661000 | PA      | $660173.75    | 0.03%             | 2049-12-31      | Fixed         | 8.37%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BARCLAYS COMMERCIAL MORTGAGE SECURITIES            | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3654183.46   | 0.18%             | 2037-03-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                                      | ORIX CORP                                          | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $556769.16    | 0.03%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                    | SOUTHERN CAL EDISON                                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $2827918.03   | 0.14%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                                                    | MORGAN STANLEY BAML TRUST                          | CUSIP: 61765LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1109959 | PA      | $1053944.48   | 0.05%             | 2048-05-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241615 | PA      | $225695.75    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30588 | PA      | $29553.43     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                                           | HARRIS CORPORATION                                 | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1204043.49   | 0.06%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1745633 | PA      | $1428448.10   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                              | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1437054.56   | 0.07%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $95253.13     | 0.00%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51992 | PA      | $49135.44     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    244000 | PA      | $228262.98    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS INC                           | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219379.38    | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1689931.89   | 0.08%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468108 | PA      | $477901.12    | 0.02%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC                                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    675000 | PA      | $610108.88    | 0.03%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29641 | PA      | $26605.45     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST                                                                   | HOMEWARD OPPORTUNITIES FUND TRUST 2022 1           | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040221 | PA      | $1033816.92   | 0.05%             | 2067-07-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    760000 | PA      | $479669.44    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC                                         | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1667811.35   | 0.08%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928560 | PA      | $858277.34    | 0.04%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP                              | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    217000 | PA      | $174235.59    | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11260 | PA      | $10844.80     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246750 | PA      | $217566.91    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                                          | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FD92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $854026.25    | 0.04%             | 2030-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                                                                 | SELP FINANCE SARL                                  | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    670000 | PA      | $536562.21    | 0.03%             | 2029-05-27      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    908632 | PA      | $877377.39    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8802401 | PA      | $7875636.71   | 0.38%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5351 | PA      | $4909.59      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                                     | RELX CAPITAL INC                                   | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3643662.92   | 0.17%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48564 | PA      | $46285.12     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321521 | PA      | $319976.63    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    236000 | PA      | $156495.61    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7685663 | PA      | $6581718.26   | 0.32%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1398534 | PA      | $1157048.90   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1008378.49   | 0.05%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                               | BPCE SA                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $482971.57    | 0.02%             | 2026-01-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147862 | PA      | $143819.61    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                                                | NORTHWEST PIPELINE LLC                             | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2386041.47   | 0.11%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766308 | PA      | $627579.45    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                                     | NUCOR CORP                                         | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    367000 | PA      | $356182.68    | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14680 | PA      | $14461.32     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                                     | FIRSTENERGY CORP                                   | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    193000 | PA      | $178460.35    | 0.01%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $187100.64    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS                              | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    118000 | PA      | $92944.00     | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816495 | PA      | $749128.90    | 0.04%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3761423.69   | 0.18%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1174000 | PA      | $1015270.50   | 0.05%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                                                                        | WPP FINANCE SA                                     | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |    160000 | PA      | $159748.27    | 0.01%             | 2027-05-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: —       |
| PECO Energy Company                                                                                   | PECO ENERGY CO                                     | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    240000 | PA      | $210493.20    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                     | OCTAGON INVESTMENT PARTNERS 30 LTD                 | CUSIP: 675920AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $353318.34    | 0.02%             | 2030-03-17      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JLL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99282 | PA      | $98910.11     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2060755 | PA      | $1582344.44   | 0.08%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                                                         | FACTSET RESEARCH SYSTEMS                           | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1094663.43   | 0.05%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                                                 | ARROYO MORTGAGE TRUST 2022 2                       | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635178 | PA      | $1591799.67   | 0.08%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM MORTGAGE TRUST                                | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $633634.11    | 0.03%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147940 | PA      | $130609.93    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3603247.66   | 0.17%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                                                | TAMPA ELECTRIC CO                                  | CUSIP: 875127BD3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $166712.94    | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144129 | PA      | $986274.50    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440234 | PA      | $421661.63    | 0.02%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70728.89     | 0.00%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2317725 | PA      | $2227250.82   | 0.11%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1985206 | PA      | $1653078.49   | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $427940.02    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    937000 | PA      | $690704.87    | 0.03%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40491 | PA      | $41881.93     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                                | BERKSHIRE HATHAWAY FIN                             | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    355000 | PA      | $223541.73    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                                 | NOMURA HOLDINGS INC                                | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    958000 | PA      | $762826.66    | 0.04%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC                                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3927000 | PA      | $3868095.00   | 0.19%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5954000 | PA      | $3578912.19   | 0.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241736 | PA      | $227433.87    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                                                         | MHP 2021 STOR                                      | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3570000 | PA      | $3444570.58   | 0.16%             | 2038-07-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63867 | PA      | $61816.79     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223473 | PA      | $215199.59    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                                 | FREEPORT INDONESIA PT                              | CUSIP: Y7141BAA1<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $191965.80    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    585000 | PA      | $398122.34    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $3981328.73   | 0.19%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585803 | PA      | $510971.78    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                          | NORFLOK SOUTHERN CORP                              | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1163320.54   | 0.06%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70672 | PA      | $66056.73     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137656 | PA      | $1041578.52   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58741 | PA      | $51719.31     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD COMPANY                                                                        | UNION PACIFIC RAILROAD CO                          | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | DBT              | CORP              | US        |    366025 | PA      | $351111.68    | 0.02%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9SF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171308 | PA      | $170664.99    | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Fibra UNO (Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver) | TRUST F 1401                                       | CUSIP: 898324AA6<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    269000 | PA      | $266646.25    | 0.01%             | 2024-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    331000 | PA      | $264729.50    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2396005 | PA      | $2080285.71   | 0.10%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II S.a r.l.                                                                         | DH EUROPE FINANCE                                  | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $144237.52    | 0.01%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP                                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2657820.35   | 0.13%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH SYSTEM, INC.                                                                   | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1004439.68   | 0.05%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9749 | PA      | $9981.03      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC                                   | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78432.40     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                             | ARES CAPITAL CORP                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    704000 | PA      | $596676.61    | 0.03%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                            | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $161835.18    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BONDS                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $15379289.06  | 0.74%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    786000 | PA      | $547503.23    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                             | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $112364.35    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                                   | SOUTHWESTERN PUBLIC SERV                           | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    869000 | PA      | $600076.65    | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1787256 | PA      | $1372337.60   | 0.07%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4492 | PA      | $4615.49      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2392001 | PA      | $2070414.19   | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2633000 | PA      | $2129027.34   | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022614<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5205400 | PA      | $-4515684.50  | -0.22%            | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1099421.08   | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                          | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $190997.80    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RELX Finance B.V.                                                                                     | RELX FINANCE BV                                    | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |    520000 | PA      | $534514.94    | 0.03%             | 2024-03-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12235000 | PA      | $10128285.94  | 0.49%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -700000 | PA      | $-637492.18   | -0.03%            | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1574089 | PA      | $1404670.39   | 0.07%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                   | MOODY S CORP                                       | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    267000 | PA      | $211360.14    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                        | HYUNDAI AUTO RECEIVABLES TRUST 2022 C              | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358000 | PA      | $1374964.54   | 0.07%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424633 | PA      | $350738.70    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487961 | PA      | $444989.04    | 0.02%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528984 | PA      | $457062.14    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7534020 | PA      | $6121391.63   | 0.29%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3619821 | PA      | $3515563.03   | 0.17%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                         | EQUINIX INC                                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    278000 | PA      | $222628.52    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $835642.39    | 0.04%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $1939997.40   | 0.09%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431819 | PA      | $395301.47    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC                                                                                  | DELTA AIR LINES 2019 1AA                           | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $407031.66    | 0.02%             | 2025-10-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1916531 | PA      | $1625020.82   | 0.08%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179421 | PA      | $167512.48    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A86Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2164746 | PA      | $2001106.06   | 0.10%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14447 | PA      | $12916.27     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6895 | PA      | $6754.38      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND             | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3516000 | PA      | $3115327.19   | 0.15%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2387801 | PA      | $1833261.63   | 0.09%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                                                               | NBC UNIVERSAL MEDIA LLC                            | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    301000 | PA      | $266211.62    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32373 | PA      | $33344.14     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP                               | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288006.62    | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                         | FLORIDA POWER LIGHT                                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    557000 | PA      | $449698.96    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                          | HUNGARY                                            | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    114000 | PA      | $113857.73    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BLN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3430000 | PA      | $2762918.17   | 0.13%             | 2034-01-01      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1850876 | PA      | $1788893.48   | 0.09%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11350 | PA      | $10799.80     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5196000 | PA      | $5047426.88   | 0.24%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5700000 | PA      | $5501613.27   | 0.26%             | 2053-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $2539734.65   | 0.12%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                                                         | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    505000 | PA      | $494044.53    | 0.02%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELEC POWER CO                             | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    451000 | PA      | $398393.11    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9092 | PA      | $9200.17      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    337000 | PA      | $281893.42    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585836 | PA      | $570476.13    | 0.03%             | 2038-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                  | META PLATFORMS INC                                 | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $1944119.32   | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    567000 | PA      | $417246.23    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                             | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021 5   | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911493 | PA      | $651870.95    | 0.03%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44984 | PA      | $42048.41     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XRZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141086 | PA      | $135582.97    | 0.01%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35585000 | PA      | $25320951.56  | 1.21%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651HBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93896 | PA      | $90368.76     | 0.00%             | 2050-02-25      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15752 | PA      | $14888.83     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3164000 | PA      | $2906925.00   | 0.14%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36182XAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10085 | PA      | $9577.01      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                                        | PROLOGIS LP                                        | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    403000 | PA      | $337263.85    | 0.02%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65868 | PA      | $61569.53     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                         | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAJ1<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    235000 | PA      | $221542.73    | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1205000 | PA      | $1023685.16   | 0.05%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282580 | PA      | $262569.16    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    497000 | PA      | $438336.61    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10734729 | PA      | $8784973.03   | 0.42%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance B.V.                                                                                   | UPJOHN FINANCE BV                                  | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |    840000 | PA      | $859158.75    | 0.04%             | 2024-06-23      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    875000 | PA      | $600509.88    | 0.03%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                                              | VOYA CLO 2019 1 LTD                                | CUSIP: 92917NAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $713554.43    | 0.03%             | 2031-04-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1932000 | PA      | $1889278.07   | 0.09%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $704591.25    | 0.03%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23232 | PA      | $22145.31     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                         | EQUINIX INC                                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1738379.79   | 0.08%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                                                 | UNIVERSITY OF CALIFORNIA REVENUES                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    347000 | PA      | $287322.94    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                                    | OHIO POWER COMPANY                                 | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    362000 | PA      | $285739.63    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA CORP                                           | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    925000 | PA      | $672849.63    | 0.03%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -49000 | PA      | $-41611.72    | -0.00%            | 2053-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1557263.63   | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15263 | PA      | $14838.32     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC.                                                                             | BAE SYSTEMS HOLDINGS INC                           | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    647000 | PA      | $622115.73    | 0.03%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283747 | PA      | $269833.54    | 0.01%             | 2037-09-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    705000 | PA      | $602447.18    | 0.03%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15170 | PA      | $14759.77     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $897493.71    | 0.04%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1225328.47   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137BR4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404148 | PA      | $400242.03    | 0.02%             | 2046-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66423 | PA      | $61541.80     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                                   | BAT INTL FINANCE PLC                               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    515000 | PA      | $486695.73    | 0.02%             | 2027-03-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                                                              | KIMCO REALTY CORP                                  | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    534000 | PA      | $410738.92    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                    | BALTIMORE GAS ELECTRIC CO                          | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    335000 | PA      | $236191.75    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128127 | PA      | $120551.97    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108521 | PA      | $107718.54    | 0.01%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052448 | PA      | $1789977.14   | 0.09%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC                                          | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    612000 | PA      | $524130.26    | 0.03%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                                                   | HOAG MEMORIAL HOSPITAL PRESBYTERIAN                | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $156355.35    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136151 | PA      | $120754.24    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706214 | PA      | $703566.20    | 0.03%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3134GWTS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3155000 | PA      | $2146706.17   | 0.10%             | 2036-09-22      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7033 | PA      | $6665.78      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | UNITED TECHNOLOGIES CORP                           | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1304838.48   | 0.06%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591LBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421148 | PA      | $385200.67    | 0.02%             | 2050-05-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                | GENERAL MOTORS CO                                  | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1183535.62   | 0.06%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6747469 | PA      | $5522173.25   | 0.26%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339278 | PA      | $335140.55    | 0.02%             | 2035-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110400 | PA      | $1927900.46   | 0.09%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    539365 | PA      | $520508.73    | 0.02%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    806000 | PA      | $688685.09    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414BWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10869 | PA      | $11092.55     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                                              | TENCENT HOLDINGS LTD                               | CUSIP: 88032WAG1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $474534.39    | 0.02%             | 2028-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                     | OCTAGON INVESTMENT PARTNERS XVI LTD                | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984949.00    | 0.05%             | 2030-07-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566771 | PA      | $486956.68    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                                                                | UNITED AIRLINES 2019 1 AA PTT                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324747 | PA      | $289095.07    | 0.01%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665041 | PA      | $617300.86    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                      | COMISION FED DE ELECTRIC                           | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198216.40    | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1480000 | PA      | $1395049.08   | 0.07%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    312000 | PA      | $239592.91    | 0.01%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | REPUBLIC OF INDONESIA                              | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2840000 | PA      | $2541853.96   | 0.12%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                                                                        | ECOPETROL SA                                       | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    555000 | PA      | $530025.00    | 0.03%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83732 | PA      | $78955.81     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21296 | PA      | $19515.36     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                      | MARSH MCLENNAN COS INC                             | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    433000 | PA      | $419814.28    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51866 | PA      | $51671.35     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                                             | EQUATE PETROCHEMICAL BV                            | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    366000 | PA      | $349814.02    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                                   | CENOVUS ENERGY INC                                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1022000 | PA      | $725254.12    | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC COMPANY                                                                                  | DTE ELECTRIC CO                                    | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $889375.81    | 0.04%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | PANAMA GOVERNMENT INTERNATIONAL BOND               | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1550000 | PA      | $1143125.00   | 0.05%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC                                         | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    281000 | PA      | $271777.58    | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                                         | BOSTON SCIENTIFIC CORP                             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    333000 | PA      | $285274.11    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19591 | PA      | $20552.87     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    858000 | PA      | $750833.23    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FLV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366096 | PA      | $336587.47    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                                         | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    269000 | PA      | $204487.61    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3107842 | PA      | $2814346.56   | 0.13%             | 2054-11-16      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                                   | HUNTINGTON INGALLS INDUSTRIES INC                  | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1254160.97   | 0.06%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                           | AKER BP ASA                                        | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    330000 | PA      | $284716.48    | 0.01%             | 2029-05-12      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230336 | PA      | $203143.86    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22898 | PA      | $22028.33     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1177346.34   | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                               | BANK OF NY MELLON CORP                             | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182750.00    | 0.01%             | 2049-12-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO                            | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $495605.90    | 0.02%             | 2025-08-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU                                   | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1031000 | PA      | $1035827.14   | 0.05%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59285 | PA      | $56442.78     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87592 | PA      | $77195.18     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7994297 | PA      | $6941254.93   | 0.33%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING, LLC                                                                               | GE CAPITAL FUNDING LLC                             | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    281000 | PA      | $267414.21    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133430 | PA      | $114279.46    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155055 | PA      | $154129.85    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                                         | DISCOVERY COMMUNICATIONS                           | CUSIP: N/A<br>LEI: L2Z2MO2EQURH3BREWI15       | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1110597.95   | 0.05%             | 2027-03-19      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER OPERATING                          | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $633292.43    | 0.03%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                | REYNOLDS AMERICAN INC                              | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1487720.45   | 0.07%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167476 | PA      | $158124.72    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                             | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021 4   | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1669873 | PA      | $1301743.50   | 0.06%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                                                | TAMPA ELECTRIC CO                                  | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2531.16      | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140189 | PA      | $142698.13    | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36176DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44647 | PA      | $43369.33     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                            | MADISON PARK FUNDING XVIII LTD                     | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986000.00    | 0.05%             | 2030-10-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105938 | PA      | $96607.33     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    592000 | PA      | $539223.79    | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    347000 | PA      | $311224.99    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIR 2016 1 AA PTT                           | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42698 | PA      | $37484.71     | 0.00%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    852000 | PA      | $693061.10    | 0.03%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114399 | PA      | $103039.50    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                         | FLORIDA POWER LIGHT CO                             | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    449000 | PA      | $374695.44    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18364 | PA      | $17477.23     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                             | NORTHERN STATES POWER CO MN                        | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    174000 | PA      | $127019.48    | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO LTD.                                                                             | DIAMETER CAPITAL CLO 1 LTD                         | CUSIP: 25255DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1387068.97   | 0.07%             | 2036-07-15      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE LTD.                                                                          | FIBRIA OVERSEAS FINANCE                            | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    137000 | PA      | $136828.75    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1097798.17   | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4752989 | PA      | $4533499.29   | 0.22%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I        | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044651 | PA      | $1016248.56   | 0.05%             | 2069-04-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                        | AEP TEXAS INC                                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    527000 | PA      | $375014.25    | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                                                     | BATTALION CLO VIII LTD                             | CUSIP: 07132ACC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232856 | PA      | $1211304.26   | 0.06%             | 2030-07-18      | Floating      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424782 | PA      | $401298.97    | 0.02%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401156 | PA      | $1337458.06   | 0.06%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1301903.88   | 0.06%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4778000 | PA      | $3891384.76   | 0.19%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1435274.12   | 0.07%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98095 | PA      | $98631.09     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11163 | PA      | $11163.96     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                          | NORFOLK SOUTHERN CORP                              | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $299951.06    | 0.01%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21885 | PA      | $20077.91     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4662972 | PA      | $4439263.04   | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                                                          | ARES XXXIIR CLO LTD                                | CUSIP: 04017EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489912.27    | 0.02%             | 2030-05-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AON CORPORATION                                                                                       | AON CORP                                           | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    572000 | PA      | $552502.81    | 0.03%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    806000 | PA      | $655115.19    | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290281 | PA      | $296266.52    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2412950.50   | 0.12%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958347 | PA      | $849756.19    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168803 | PA      | $154759.75    | 0.01%             | 2050-02-25      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394372 | PA      | $323424.13    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                               | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515126 | PA      | $474127.04    | 0.02%             | 2049-10-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5783853 | PA      | $4904064.87   | 0.23%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHCARE SERVICES                                                                      | PRESBYTERIAN HEALTHCARE SERVICES                   | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    430000 | PA      | $406636.81    | 0.02%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78664 | PA      | $75075.17     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP                                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2230868.64   | 0.11%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380684 | PA      | $371066.95    | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                                    | STATE OF QATAR                                     | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $194256.00    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1074000 | PA      | $904593.68    | 0.04%             | 2028-03-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365831 | PA      | $310191.58    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86732 | PA      | $77862.60     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1430881.09   | 0.07%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR | CUSIP: 46654EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3660000 | PA      | $3545757.13   | 0.17%             | 2038-06-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                                                 | UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $277314.40    | 0.01%             | 2050-05-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE S COS INC                                     | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    861000 | PA      | $797735.44    | 0.04%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                                                | FS RIALTO                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1168040.96   | 0.06%             | 2026-04-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $133242.44    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2206833 | PA      | $1974248.06   | 0.09%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021 C            | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210570 | PA      | $1039018.17   | 0.05%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                                                   | CALIFORNIA ST                                      | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $760956.00    | 0.04%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16504 | PA      | $15421.44     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785751 | PA      | $646753.58    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6599000 | PA      | $6025711.88   | 0.29%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96390 | PA      | $91858.14     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                                                           | ECOLAB INC                                         | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    525000 | PA      | $318912.83    | 0.02%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED                 | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5130000 | PA      | $4372012.03   | 0.21%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64547 | PA      | $56876.98     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2007281 | PA      | $1683489.17   | 0.08%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2467149 | PA      | $2106495.61   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST                                                                        | CEDR TRUST                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1832954.51   | 0.09%             | 2039-02-15      | Floating      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| AON CORPORATION                                                                                       | AON CORP                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1154418.75   | 0.06%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452651 | PA      | $390698.73    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                                              | LAM RESEARCH CORP                                  | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    303000 | PA      | $290693.05    | 0.01%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO                                | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    778000 | PA      | $539433.30    | 0.03%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO                                | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    531000 | PA      | $414962.16    | 0.02%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5845455 | PA      | $4783808.60   | 0.23%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                                     | CREDIT ACCEPTANCE AUTO LOAN                        | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74426 | PA      | $73696.32     | 0.00%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| Suntory Holdings Limited                                                                              | SUNTORY HOLDINGS LTD                               | CUSIP: 86803UAD3<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |   1457000 | PA      | $1367586.82   | 0.07%             | 2024-10-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    315000 | PA      | $209178.90    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2684094 | PA      | $2213835.83   | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57034 | PA      | $52321.82     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30115000 | PA      | $20765233.59  | 0.99%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30541 | PA      | $30497.89     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282906 | PA      | $234169.84    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461169 | PA      | $426660.97    | 0.02%             | 2050-02-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FRJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10886 | PA      | $10368.61     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66789 | PA      | $58848.32     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                             | NORTHERN STATES POWER PWR MINN                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    705000 | PA      | $489719.79    | 0.02%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180DSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149289 | PA      | $145519.97    | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380489 | PA      | $1218897.93   | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194606 | PA      | $192071.99    | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581329 | PA      | $563714.20    | 0.03%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO, LTD.                                                                                 | DEWOLF PARK CLO LTD                                | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1973324.00   | 0.09%             | 2030-10-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO THE                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    903000 | PA      | $834171.53    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6164000 | PA      | $5422304.37   | 0.26%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16968 | PA      | $16323.24     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                                 | ENTERGY ARKANSAS LLC                               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    258000 | PA      | $182966.12    | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182269 | PA      | $169602.82    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44200 | PA      | $40562.67     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC                                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2612593.37   | 0.13%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $438645.12    | 0.02%             | 2041-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6737000 | PA      | $5610657.81   | 0.27%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919253 | PA      | $752169.11    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6039786 | PA      | $5065891.32   | 0.24%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -4438768 | PA      | $-3903341.61  | -0.19%            | 2053-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5490 | PA      | $5512.21      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP                              | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1378507.43   | 0.07%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                              | CENTERPOINT ENER HOUSTON                           | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    470000 | PA      | $363883.87    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472620 | PA      | $386794.77    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31955 | PA      | $29867.96     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                                                       | OCTAGON 66 LTD                                     | CUSIP: 67577WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1880349.30   | 0.09%             | 2033-08-16      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4075 | PA      | $3841.04      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                                           | AMERICAN TRANSMISSION SYSTEMS INC                  | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    819000 | PA      | $672702.03    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP                                 | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1774.07      | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    908112 | PA      | $752293.04    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                                                              | DIGITAL DUTCH FINCO BV                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $443680.97    | 0.02%             | 2032-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    861000 | PA      | $712711.69    | 0.03%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328427 | PA      | $270287.06    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57665 | PA      | $50830.30     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIR 2018 1 AA PTT                           | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202278 | PA      | $171809.42    | 0.01%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468736 | PA      | $430732.61    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1317184.42   | 0.06%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36198QTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14672 | PA      | $13928.88     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12483 | PA      | $11791.96     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479171 | PA      | $456169.44    | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                            | EURO BOBL FUTURE MAR23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -94 | NC      | $357368.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    884000 | PA      | $665423.93    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                                                                                    | CARLYLE US CLO 2021 5 LTD                          | CUSIP: 14317YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $386605.33    | 0.02%             | 2034-07-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288393 | PA      | $277614.66    | 0.01%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500298 | PA      | $460112.83    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1127156 | PA      | $1057311.51   | 0.05%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    807000 | PA      | $779913.85    | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43238 | PA      | $40419.00     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418RPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18289 | PA      | $18120.06     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                                                                     | REPUBLIC OF CHILE                                  | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $186025.80    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15091064 | PA      | $13845487.51  | 0.66%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                        | AEP TEXAS INC                                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    901000 | PA      | $634386.89    | 0.03%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108534 | PA      | $97393.84     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11706 | PA      | $11298.94     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3950.00      | 0.00%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X42N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299727 | PA      | $277596.07    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                                                  | BROADCOM COR CAYMN FI                              | CUSIP: 11134LAR0<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |    519000 | PA      | $473902.53    | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                   | ONCOR ELECTRIC DELIVERY                            | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.08     | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                                                                                 | NISSAN MOTOR CO                                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1122000 | PA      | $956395.04    | 0.05%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417VQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2458012 | PA      | $2434500.81   | 0.12%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                                                                           | CITY OF HOUSTON TX                                 | CUSIP: 4423313K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $604778.00    | 0.03%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X6SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2679612 | PA      | $2496620.80   | 0.12%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71057 | PA      | $67621.89     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                            | GCAT 2021 NQM7 TRUST                               | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3027534 | PA      | $2607809.65   | 0.12%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34665 | PA      | $34398.13     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | UNITED TECHNOLOGIES CORP                           | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    168000 | PA      | $152363.57    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12019 | PA      | $11574.98     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146598 | PA      | $142591.62    | 0.01%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                              | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    393000 | PA      | $421289.32    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST                         | CUSIP: DECR1KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874323 | PA      | $852748.54    | 0.04%             | 2068-11-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW, INC.                                                                                      | SERVICENOW INC                                     | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1088592.95   | 0.05%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1792627 | PA      | $1563545.79   | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                          | NORFOLK SOUTHERN CORP                              | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $945425.40    | 0.05%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORPORATION                           | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    469000 | PA      | $475742.34    | 0.02%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                      | MARSH MCLENNAN COS INC                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    843000 | PA      | $683806.19    | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36198QTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       804 | PA      | $765.48       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                                     | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1880000 | PA      | $1792470.70   | 0.09%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3134GWQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1051887.35   | 0.05%             | 2035-08-17      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2812449 | PA      | $2742637.97   | 0.13%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                                                | FS RIALTO                                          | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2598039.82   | 0.12%             | 2039-01-19      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA                               | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1905000 | PA      | $1418804.00   | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC THE                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    911000 | PA      | $740552.81    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                             | BAXTER INTERNATIONAL INC                           | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    259000 | PA      | $206318.88    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907777 | PA      | $784309.27    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC                               | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    331000 | PA      | $215758.05    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                     | BURLINGTN NORTH SANTA FE                           | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1171913.28   | 0.06%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71593 | PA      | $60837.46     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLAR                                                                                            | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  29975000 | OU      | $-247023.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743584 | PA      | $638860.07    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2709000 | PA      | $2483814.38   | 0.12%             | 2053-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   1650000 | PA      | $1236316.79   | 0.06%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398474 | PA      | $378686.29    | 0.02%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2437868 | PA      | $2093799.44   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    956000 | PA      | $884203.44    | 0.04%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                                 | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    196000 | PA      | $152519.75    | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY                                    | SHIRE ACQ INV IRELAND DA                           | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   3546000 | PA      | $3331459.91   | 0.16%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160100 | PA      | $159296.82    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                                  | PROVINCE OF MANITOBA                               | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    689000 | PA      | $673703.51    | 0.03%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                                                          | TEXTRON INC                                        | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    264000 | PA      | $246794.06    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1291607 | PA      | $1208487.46   | 0.06%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                                                   | GENERAL MILLS INC                                  | CUSIP: 370334CK8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408824.81    | 0.02%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842658 | PA      | $745691.57    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP                               | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    610000 | PA      | $661806.69    | 0.03%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4679173 | PA      | $4013246.37   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                              | COX COMMUNICATIONS INC                             | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    799000 | PA      | $549453.12    | 0.03%             | 2051-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2077892 | PA      | $1776167.21   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                    | AMERICAN INTERNATIONAL GROUP                       | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    348000 | PA      | $312411.78    | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44007 | PA      | $41501.26     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                                                                          | CITY OF HOPE THE                                   | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $590721.56    | 0.03%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES                              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    108000 | PA      | $92060.71     | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54842 | PA      | $49927.74     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO                                | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    430000 | PA      | $361665.69    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC                                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    992000 | PA      | $840226.98    | 0.04%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23998 | PA      | $23113.57     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BJRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15903 | PA      | $15299.80     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                                 | QUALCOMM INC                                       | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2306189.37   | 0.11%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMDB COMMERCIAL MORTGAGE                          | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $652812.00    | 0.03%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                                                                | RRAM                                               | CUSIP: 74988LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1233032.62   | 0.06%             | 2030-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP                                    | CUSIP: 126650CS7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    498000 | PA      | $494949.25    | 0.02%             | 2024-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66634 | PA      | $60270.96     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO THE                                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    661000 | PA      | $449043.74    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $735152.76    | 0.04%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                | STANDARD CHARTERED PLC                             | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    965000 | PA      | $839641.68    | 0.04%             | 2028-01-12      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1492601.56   | 0.07%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L8CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    796234 | PA      | $720144.09    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41359 | PA      | $38583.86     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52565 | PA      | $52214.72     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                            | MIDAMERICAN ENERGY CO                              | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1535323.42   | 0.07%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                                     | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4           | CUSIP: 22535BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3174621.48   | 0.15%             | 2030-10-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| MARINER CLO LLC                                                                                       | SIGNAL PEAK CLO 5 LTD                              | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981700.48    | 0.05%             | 2031-04-25      | Floating      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3105000 | PA      | $2442276.56   | 0.12%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                                                 | SABIC CAPITAL II BV                                | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $236567.28    | 0.01%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12669 | PA      | $11832.62     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66635 | PA      | $60034.95     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN'S HOSPITAL                                                                        | NATIONWIDE CHILDREN S HOSPITAL INC                 | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    462000 | PA      | $417210.95    | 0.02%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617ALXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65770 | PA      | $64941.44     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                         | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENN30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1045000 | PA      | $997079.44    | 0.05%             | 2032-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6534166 | PA      | $5524373.84   | 0.26%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                                                       | CSX CORP                                           | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1731926.87   | 0.08%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center                                                                          | MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP       | CUSIP: 62213LAA4<br>LEI: 5493003G2U7J6XCFJF08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $312485.60    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4490 | PA      | $4508.76      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     90000 | PA      | $84616.47     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES                              | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    210000 | PA      | $198785.58    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION                                                       | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432415 | PA      | $362422.63    | 0.02%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56861 | PA      | $57840.85     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92430 | PA      | $82419.19     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC.                                                                             | BAE SYSTEMS HOLDINGS INC                           | CUSIP: 05523UAK6<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $3046867.56   | 0.15%             | 2024-10-07      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| MUFG BANK LTD NY                                                                                      | MUFG BANK LTD NY                                   | CUSIP: 55380TH60<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |  26335000 | PA      | $26323675.95  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11165000 | PA      | $11199890.63  | 0.54%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                                                | DUKE ENERGY OHIO INC                               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    223000 | PA      | $206580.96    | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123951 | PA      | $121258.80    | 0.01%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC                                         | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2507520.56   | 0.12%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC                            | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    535000 | PA      | $502990.42    | 0.02%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121813 | PA      | $113600.89    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603355 | PA      | $561097.36    | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5799 | PA      | $6257.20      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                                                        | MARINER FINANCE ISSUANCE TRUST                     | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1029995.52   | 0.05%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $860240.63    | 0.04%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                            | MADISON PARK FUNDING LXII LTD                      | CUSIP: 55817HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1115931.04   | 0.05%             | 2033-07-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8590000 | PA      | $4821137.50   | 0.23%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -3430800 | PA      | $-3224415.94  | -0.15%            | 2053-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690283 | PA      | $571776.67    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568248 | PA      | $2121705.04   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208472 | PA      | $172093.89    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25362 | PA      | $25882.36     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136257 | PA      | $125016.68    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21252 | PA      | $20349.18     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    442000 | PA      | $407541.68    | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7016 | PA      | $6825.01      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                      | CIFC FUNDING 2013 III R LTD                        | CUSIP: 12552MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1229287.64   | 0.06%             | 2031-04-24      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135088 | PA      | $131824.57    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9921000 | PA      | $8697026.39   | 0.42%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156966 | PA      | $156268.28    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                                     | FIRSTENERGY CORP                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    636000 | PA      | $420876.18    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2196830 | PA      | $1883424.13   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                              | MITSUI FUDOSAN CO LTD                              | CUSIP: 60683MAB5<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $249575.50    | 0.01%             | 2023-01-23      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY MINN                                                                                       | UNIVERSITY OF MINNESOTA                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    406000 | PA      | $349533.52    | 0.02%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                                    | QATAR GOVERNMENT INTERNATIONAL BOND                | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $196891.20    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17407 | PA      | $18108.73     | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3002330.22   | 0.14%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $791754.69    | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318430 | PA      | $306636.91    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $199043.04    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3678931 | PA      | $3159650.47   | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022 B   | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4305093 | PA      | $3986015.79   | 0.19%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2819172.60   | 0.14%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31358DDG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2605000 | PA      | $1920551.88   | 0.09%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9381000 | PA      | $7674924.44   | 0.37%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2479092 | PA      | $2140371.86   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK, INC.                                                                                        | AUTODESK INC                                       | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1239357.56   | 0.06%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                         | OWENS CORNING                                      | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    566000 | PA      | $442625.02    | 0.02%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314637 | PA      | $1272926.35   | 0.06%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31444 | PA      | $30215.78     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP                               | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    229000 | PA      | $194319.78    | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                           | PHILIPPINE GOVERNMENT INTERNATIONAL BOND           | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    230000 | PA      | $184085.33    | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352327 | PA      | $330984.97    | 0.02%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER PARTNERS                           | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    670000 | PA      | $668886.46    | 0.03%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                   | PECO ENERGY CO                                     | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    614000 | PA      | $421328.64    | 0.02%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31391TWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58230 | PA      | $59348.99     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                        | PENSKE TRUCK LEASING PTL                           | CUSIP: 709599BE3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    397000 | PA      | $383522.64    | 0.02%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9080000 | PA      | $8086357.44   | 0.39%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86581 | PA      | $79446.68     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                   | MOODY S CORP                                       | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1129792.64   | 0.05%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                                                             | UNIVERSITY OF MICHIGAN                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    801000 | PA      | $633510.90    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                             | EBAY INC                                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1380261.78   | 0.07%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100931 | PA      | $94474.48     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     57000 | PA      | $50172.10     | 0.00%             | 2029-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                  | AMER AIRLN 15 2 B PTT                              | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801857 | PA      | $781104.49    | 0.04%             | 2025-03-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC                                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    278000 | PA      | $225683.46    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    829000 | PA      | $724002.18    | 0.03%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                      | CBS CORP                                           | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    844000 | PA      | $633420.31    | 0.03%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO CO                                     | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $970610.94    | 0.05%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837258 | PA      | $797279.74    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO                                | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137852.28    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200161 | PA      | $178658.21    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1292806 | PA      | $1074691.66   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3978000 | PA      | $3452263.54   | 0.17%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3575934 | PA      | $3090317.19   | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                                              | LAM RESEARCH CORP                                  | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    627000 | PA      | $427054.72    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171681 | PA      | $161754.94    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    709000 | PA      | $609089.85    | 0.03%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61385 | PA      | $56970.42     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST                                                             | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022 DPM | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2230348.87   | 0.11%             | 2037-05-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950115 | PA      | $822910.41    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513ECC3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    415000 | PA      | $329243.16    | 0.02%             | 2044-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $750646.90    | 0.04%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1840945 | PA      | $-1675547.60  | -0.08%            | 2053-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                                                              | NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD          | CUSIP: 64132DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $782532.40    | 0.04%             | 2032-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67116EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510519 | PA      | $1254910.50   | 0.06%             | 2052-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1392255 | PA      | $1136200.36   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOCIAL PROFESSIONAL LOAN PROGRAM                   | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9374 | PA      | $9124.14      | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18459 | PA      | $17214.71     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                                         | WORKDAY INC                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    545000 | PA      | $483586.13    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75267 | PA      | $74815.85     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269442 | PA      | $256648.22    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445622 | PA      | $370318.98    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                                        | PROLOGIS LP                                        | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1116658.05   | 0.05%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                               | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $144441.20    | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                                  | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2427628.04   | 0.12%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                               | CARMAX AUTO OWNER TRUST 2022 2                     | CUSIP: 14317HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2753070 | PA      | $2727408.66   | 0.13%             | 2025-05-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA                                 | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $191686.20    | 0.01%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229068 | PA      | $228130.26    | 0.01%             | 2041-05-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1962000 | PA      | $1868936.45   | 0.09%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON COM INC                                     | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1195411.82   | 0.06%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40511 | PA      | $38045.15     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2734520 | PA      | $2384146.69   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235496 | PA      | $2058585.17   | 0.10%             | 2060-04-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    300721 | PA      | $298067.96    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS                          | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078379 | PA      | $924749.17    | 0.04%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -566000 | PA      | $-530713.44   | -0.03%            | 2036-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands B.V.                                                              | IMPERIAL BRANDS FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |    410000 | PA      | $302229.75    | 0.01%             | 2033-03-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                                     | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 2           | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3640000 | PA      | $3490798.58   | 0.17%             | 2030-02-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80288 | PA      | $72401.56     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                                                               | DOWDUPONT INC                                      | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1132442.95   | 0.05%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                                                              | KIMCO REALTY CORP                                  | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $243532.09    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182971 | PA      | $156681.66    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    569439 | PA      | $545346.94    | 0.03%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23577 | PA      | $24999.96     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                   | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6079851 | PA      | $5914117.64   | 0.28%             | 2062-04-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                          | NORFOLK SOUTHERN CORP                              | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136093.09    | 0.01%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS                             | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $4937312.52   | 0.24%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                              | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $2325743.68   | 0.11%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELECTRIC POWER CO                         | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    381000 | PA      | $393822.56    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | REPUBLIC OF INDONESIA                              | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    581000 | PA      | $568658.98    | 0.03%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868462 | PA      | $856598.72    | 0.04%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                                               | SG COMMERCIAL MORTGAGE SECURITIES TRUST            | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $113327.16    | 0.01%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3636210 | PA      | $3029538.15   | 0.15%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                             | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    329000 | PA      | $272619.93    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSION, LP                                                                        | TEXAS EASTERN TRANMISSION                          | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1240489.02   | 0.06%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                                          | GENERAL DYNAMICS CORP                              | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    796000 | PA      | $760561.28    | 0.04%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                               | MOSAIC SOLAR LOAN TRUST 2022 1                     | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1569734 | PA      | $1304375.69   | 0.06%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539221 | PA      | $548737.37    | 0.03%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9095 | PA      | $8449.75      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    111000 | PA      | $88864.16     | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A24Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250039 | PA      | $222271.18    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC                                         | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    427000 | PA      | $399447.83    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                                                     | PALMER SQUARE CLO 2022 4 LTD                       | CUSIP: 69700XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2689287.49   | 0.13%             | 2035-10-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER PARTNERS                           | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $259813.58    | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2008324 | PA      | $1727923.58   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICALS                             | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $281113.54    | 0.01%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17827 | PA      | $16633.37     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    545397 | PA      | $547649.04    | 0.03%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43697 | PA      | $39409.16     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                                                     | BATTALION CLO X LTD                                | CUSIP: 07132JBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2227782.99   | 0.11%             | 2035-01-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3815 | PA      | $3572.63      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17699 | PA      | $16581.79     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33836 | PA      | $35207.40     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299827 | PA      | $276385.86    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                               | DRYDEN 37 SENIOR LOAN FUND                         | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1973603.61   | 0.09%             | 2031-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso Fibra UNO (Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver) | TRUST F 1401                                       | CUSIP: 898339AB2<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    253000 | PA      | $208088.96    | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ANTHEM INC                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    448000 | PA      | $391943.55    | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14510 | PA      | $13779.03     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117539 | PA      | $115856.98    | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                             | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    290000 | PA      | $197416.34    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE TRUST                                                                             | COMMERCIAL MORTGAGE TRUST                          | CUSIP: 381056000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3075000 | PA      | $2911635.40   | 0.14%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    714000 | PA      | $415567.69    | 0.02%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC                                          | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    592000 | PA      | $501294.35    | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241289 | PA      | $223556.18    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C5BR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13154 | PA      | $13223.20     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                                               | NTT FINANCE CORP                                   | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $324882.03    | 0.02%             | 2024-07-26      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54751 | PA      | $54391.41     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821956 | PA      | $725617.86    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                                           | COVESTRO AG                                        | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |    390000 | PA      | $381075.65    | 0.02%             | 2026-02-03      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                                                | TAMPA ELECTRIC CO                                  | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $395091.00    | 0.02%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97457 | PA      | $91280.27     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                                       | NGPL PIPECO LLC                                    | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1229015.00   | 0.06%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1416161 | PA      | $1366634.60   | 0.07%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    435000 | PA      | $368532.87    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                                          | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REV   | CUSIP: 64990FPJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1319848.00   | 0.06%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23912 | PA      | $23143.98     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588364 | PA      | $563225.12    | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205157 | PA      | $175661.61    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC                               | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    316000 | PA      | $251859.90    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1727569 | PA      | $1447871.32   | 0.07%             | 2066-10-25      | Variable      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3842 | PA      | $3923.21      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2704526 | PA      | $2402007.56   | 0.12%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393345 | PA      | $364490.64    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618843 | PA      | $600225.62    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                                                           | UNITED PARCEL SERVICE                              | CUSIP: 911312BF2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    695000 | PA      | $729053.75    | 0.03%             | 2023-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1483428 | PA      | $1270416.60   | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    821000 | PA      | $759943.87    | 0.04%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    257804 | PA      | $263269.04    | 0.01%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    526000 | PA      | $400441.70    | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31687 | PA      | $32637.20     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 94989HAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1162965.95   | 0.06%             | 2048-05-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498854 | PA      | $481881.05    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                                | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    386000 | PA      | $306662.72    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                                           | PRKCM 2021 AFC2 TRUST                              | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260144 | PA      | $1837356.26   | 0.09%             | 2056-11-25      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $673533.69    | 0.03%             | 2030-01-19      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662832 | PA      | $615259.01    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMT APTS                                                                                              | IMT TRUST                                          | CUSIP: 44974AAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525000 | PA      | $1443962.13   | 0.07%             | 2034-06-15      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | SUNOCO LOGISTICS PARTNER                           | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1072623.72   | 0.05%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108158 | PA      | $101358.95    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                                           | EIG PEARL HOLDINGS SARL                            | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    344000 | PA      | $265310.00    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    418000 | PA      | $416598.45    | 0.02%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2926358 | PA      | $2529270.78   | 0.12%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47883 | PA      | $44366.80     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7031 | PA      | $6691.19      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $939745.55    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    591000 | PA      | $592679.03    | 0.03%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65525 | PA      | $61283.07     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y1DK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52462 | PA      | $50845.67     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3340 | PA      | $3410.46      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42964 | PA      | $42719.31     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                     | OCTAGON INVESTMENT PARTNERS XVII LTD               | CUSIP: 67590GBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1161457.98   | 0.06%             | 2031-01-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40650 | PA      | $38038.66     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8773903 | PA      | $7558839.12   | 0.36%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1908057 | PA      | $1784927.61   | 0.09%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS 2021 C LLC               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995669 | PA      | $861814.95    | 0.04%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                                         | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    228000 | PA      | $214605.00    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                           | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ALCE2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3020000 | PA      | $2623914.92   | 0.13%             | 2027-02-26      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                   | ONCOR ELECTRIC DELIVERY                            | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    271000 | PA      | $224000.74    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP                                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    299000 | PA      | $219168.20    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3086808 | PA      | $2667534.50   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTL INC                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3781206.66   | 0.18%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                         | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENJ92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    625000 | PA      | $578237.50    | 0.03%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                            | MIDAMERICAN ENERGY CO                              | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    399000 | PA      | $283608.40    | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                                | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    754000 | PA      | $581165.10    | 0.03%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103179 | PA      | $97436.01     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC              | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    772000 | PA      | $603733.34    | 0.03%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP                                 | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256794.03    | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC                                          | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    527000 | PA      | $445566.38    | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526424 | PA      | $453159.33    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                                          | NORTHERN NATURAL GAS CO                            | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    596000 | PA      | $406485.71    | 0.02%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | ORIENTAL REPUBLIC OF URUGUAY                       | CUSIP: 760942AZ5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    393041 | PA      | $392634.66    | 0.02%             | 2024-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356608.86    | 0.02%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281035 | PA      | $268020.51    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76852 | PA      | $74228.37     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18259 | PA      | $17734.43     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991530 | PA      | $854025.59    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV                                               | CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2545000 | PA      | $1793359.70   | 0.09%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $5531128.13   | 0.26%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2435000 | PA      | $2302216.41   | 0.11%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54713 | PA      | $51848.32     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1101904 | PA      | $1063393.63   | 0.05%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                                     | CHASE MORTGAGE FINANCE                             | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250677 | PA      | $242402.93    | 0.01%             | 2049-07-25      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1291734 | PA      | $1065589.43   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                                   | PFS FINANCING CORP                                 | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1320240.18   | 0.06%             | 2026-04-15      | Fixed         | 0.71%                 | Yes           |                  2 | On Loan: No      |
| KNDL KNSQ MORTGAGE TRUST                                                                              | KNDL 2019 KNSQ MORTGAGE TRUST                      | CUSIP: 482598AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2904000 | PA      | $2870704.94   | 0.14%             | 2036-05-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                                           | L3HARRIS TECHNOLOGIES INC                          | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1334492.66   | 0.06%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                          | FORD CREDIT AUTO LEASE TRUST 2022 A                | CUSIP: 34528LAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3383526 | PA      | $3344607.96   | 0.16%             | 2024-10-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                               | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $188604.00    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93572 | PA      | $93221.65     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196311 | PA      | $180083.23    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365467 | PA      | $341763.83    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34173 | PA      | $33231.91     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                                          | QATAR PETROLEUM                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              |  | QA        |    275000 | PA      | $228715.30    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    807000 | PA      | $758316.92    | 0.04%             | 2027-09-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1316427 | PA      | $1177721.11   | 0.06%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257792 | PA      | $265181.76    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | ULTRA LONG TERM US TREASURY BOND FUTURE MAR23      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -127 | NC      | $13946.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321254 | PA      | $329145.57    | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469525 | PA      | $441805.03    | 0.02%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                            | MIDAMERICAN ENERGY CO                              | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    658000 | PA      | $614372.63    | 0.03%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | 30 YEAR US TREASURY BOND FUTURE MAR23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -116 | NC      | $20696.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16140 | PA      | $15690.13     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass Through Trust                                                                         | AIR CANADA 2017 1A PTT                             | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266392 | PA      | $225622.04    | 0.01%             | 2031-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC                                   | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398005.93    | 0.02%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                      | MARSH MCLENNAN COS INC                             | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    833000 | PA      | $681905.46    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                   | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    228000 | PA      | $241298.78    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19975 | PA      | $18956.46     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11442 | PA      | $11518.95     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $730027.34    | 0.03%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC                                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1076000 | PA      | $934146.62    | 0.04%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                                           | L3HARRIS TECHNOLOGIES INC                          | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1255166.19   | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                  | EDISON INTERNATIONAL                               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1270525.41   | 0.06%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106736 | PA      | $101298.41    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED                                                         | ADANI PORTS SPECIAL ECONOMIC ZONE LTD              | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    270000 | PA      | $255825.00    | 0.01%             | 2024-07-24      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                               | AMER AIRLINE 19 1AA PTT                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635355 | PA      | $527749.08    | 0.03%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60637 | PA      | $57104.49     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3819000 | PA      | $3084846.90   | 0.15%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866846 | PA      | $822347.26    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BDS LTD                                                                                               | BDS 2021 FL10 LTD                                  | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4580000 | PA      | $4422640.17   | 0.21%             | 2036-12-18      | Floating      | 5.29%                 | Yes           |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5X87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985589 | PA      | $960681.00    | 0.05%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                         | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $194250.00    | 0.01%             | 2024-10-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2592000 | PA      | $2175932.16   | 0.10%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9060657 | PA      | $7414789.77   | 0.36%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8652 | PA      | $8177.02      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC                                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2195000 | PA      | $2046760.68   | 0.10%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10037 | PA      | $9566.62      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622542 | PA      | $1336523.78   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    251000 | PA      | $216585.89    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELECTRIC POWER CO                         | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    715000 | PA      | $585508.50    | 0.03%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125067 | PA      | $117187.49    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130005 | PA      | $117084.15    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3876005 | PA      | $3169267.81   | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                                                                               | LCM XVIII LP                                       | CUSIP: 50188GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $978331.71    | 0.05%             | 2031-04-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | REPUBLICA ORIENT URUGUAY                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2265000 | PA      | $2290481.25   | 0.11%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    957000 | PA      | $829160.11    | 0.04%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161372 | PA      | $156961.11    | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55983 | PA      | $53863.87     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1839886 | PA      | $1688480.14   | 0.08%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1362912.60   | 0.07%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15579 | PA      | $15429.80     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                               | MOSAIC SOLAR LOAN TRUST 2022 2                     | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947292 | PA      | $863430.23    | 0.04%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                   | GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ6       | CUSIP: 36262LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666642 | PA      | $1329407.25   | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                                       | WP CAREY INC                                       | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279240.15    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX TRUST                                           | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110000 | PA      | $2036209.92   | 0.10%             | 2028-12-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Colbun S.A.                                                                                           | COLBUN SA                                          | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $179648.28    | 0.01%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2436652 | PA      | $2094248.39   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    342000 | PA      | $310447.08    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                          | NORFLOK SOUTHERN CORP                              | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    243000 | PA      | $175152.46    | 0.01%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                              | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101918.21    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                                      | CAMERON LNG LLC                                    | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $841252.77    | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC                                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $3898807.02   | 0.19%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117402 | PA      | $113400.54    | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                               | CAPITAL ONE MULTI ASSET EXECUTION TRUST            | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5275000 | PA      | $5309519.79   | 0.25%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                                  | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1615101.59   | 0.08%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                                         | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    221000 | PA      | $172690.51    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18703 | PA      | $17928.55     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65398 | PA      | $62268.05     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    221000 | PA      | $208736.27    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC                                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $545239.28    | 0.03%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399918 | PA      | $371206.88    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285263 | PA      | $274761.10    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                                          | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FE26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1127891.80   | 0.05%             | 2031-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2017 BNK4                                     | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1081180.49   | 0.05%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2019 XL               | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810898 | PA      | $1786261.86   | 0.09%             | 2036-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company                                                                  | KAZMUNAYGAS NATIONAL CO JSC                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    270000 | PA      | $200070.00    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                                      | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1380653.78   | 0.07%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    920830 | PA      | $888293.22    | 0.04%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33760 | PA      | $33435.96     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6416000 | PA      | $6080162.50   | 0.29%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1206331 | PA      | $1080345.72   | 0.05%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                                    | CALIFORNIA INSTITUTE OF TECHNOLOGY                 | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128283.68    | 0.01%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102082 | PA      | $94223.68     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1633303.49   | 0.08%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT WTR & PWR REV                                                                  | LOS ANGELES DEPT WTR PWR BAB                       | CUSIP: 544495VY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1454309.20   | 0.07%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42869 | PA      | $40075.76     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    376204 | PA      | $367109.78    | 0.02%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1221964.80   | 0.06%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695318 | PA      | $686452.65    | 0.03%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                  | AMERICAN AIRLINES PASS THROUGH TRUST               | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194984 | PA      | $169135.21    | 0.01%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116567 | PA      | $115093.60    | 0.01%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                                      | CAMERON LNG LLC                                    | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    762000 | PA      | $644731.25    | 0.03%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ECTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966238 | PA      | $902307.01    | 0.04%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28531 | PA      | $28490.28     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113725 | PA      | $104480.18    | 0.01%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    218000 | PA      | $203610.26    | 0.01%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10169 | PA      | $10973.35     | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                                           | DEUTSCHE TELEKOM INT FIN                           | CUSIP: 25156PAV5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    389000 | PA      | $381687.19    | 0.02%             | 2023-09-19      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                                        | PROLOGIS LP                                        | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    274000 | PA      | $211401.14    | 0.01%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                                      | DEUTSCHE BANK AG                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $698718.85    | 0.03%             | 2025-11-19      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446842 | PA      | $429406.12    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO                                | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    301000 | PA      | $283620.56    | 0.01%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179081 | PA      | $164637.77    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71902 | PA      | $68456.18     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    793000 | PA      | $648491.61    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    124000 | PA      | $119260.22    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                             | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 3   | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1897058 | PA      | $1738572.80   | 0.08%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                            | TORONTO DOMINION BANK                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1029144.19   | 0.05%             | 2024-04-25      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1702818.66   | 0.08%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                    | SOUTHERN CALIFORNIA EDISON CO                      | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1201690.89   | 0.06%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                                                       | FREDDIE MAC SCRT                                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1498975 | PA      | $1418607.36   | 0.07%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1927881 | PA      | $1830620.68   | 0.09%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -22098512 | PA      | $-18051721.99 | -0.86%            | 2053-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168400 | PA      | $156075.95    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40832 | PA      | $40517.89     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45869 | PA      | $43465.92     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Inbursa, S. A., Institucion de Banca Multiple, Grupo Financiero Inbursa                         | BANCO INBURSA                                      | CUSIP: 05969LAA9<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    278000 | PA      | $272268.75    | 0.01%             | 2024-06-06      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST                       | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737000 | PA      | $745146.43    | 0.04%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    591000 | PA      | $518602.50    | 0.02%             | 2199-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    405000 | PA      | $266225.94    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                        | PENSKE TRUCK LEASING PTL                           | CUSIP: 709599BL7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1314968.21   | 0.06%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                                | TOTAL CAPITAL INTL SA                              | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $427874.82    | 0.02%             | 2023-03-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                                      | SALESFORCE COM INC                                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    744000 | PA      | $479104.75    | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1271991.88   | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5645000 | PA      | $4660653.13   | 0.22%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC                                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    752000 | PA      | $811959.22    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | PA      | $227404.29    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20663 | PA      | $20666.02     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295K3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7802 | PA      | $7864.61      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                              | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1585325.29   | 0.08%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31508 | PA      | $30106.56     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                                 | ALABAMA POWER CO                                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $752005.73    | 0.04%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795830 | PA      | $651311.80    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J73M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1353286 | PA      | $1313639.22   | 0.06%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38345 | PA      | $36638.66     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6959000 | PA      | $5784146.83   | 0.28%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ESAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    836281 | PA      | $775221.10    | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1520862.18   | 0.07%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                             | AIRBUS SE                                          | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |    410000 | PA      | $328594.16    | 0.02%             | 2040-06-09      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES, INC.                                                                        | HYUNDAI CAPITAL SERVICES INC                       | CUSIP: 44920UAM0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   1390000 | PA      | $1385524.20   | 0.07%             | 2023-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10867 | PA      | $10252.49     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                             | EBAY INC                                           | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    256000 | PA      | $208654.34    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC                                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    628000 | PA      | $579222.61    | 0.03%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON COM INC                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1113504.91   | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                                     | CEDAR FUNDING VI CLO LTD                           | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235000 | PA      | $2161765.76   | 0.10%             | 2034-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304544 | PA      | $269068.61    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222855 | PA      | $227960.28    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    569000 | PA      | $458790.39    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1089324 | PA      | $974997.53    | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    999000 | PA      | $807574.62    | 0.04%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                   | MOODY S CORP                                       | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    683000 | PA      | $433505.56    | 0.02%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP                                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1670698.79   | 0.08%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64044 | PA      | $64614.47     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT TRUST                                                                           | AMERICAN HOMES 4 RENT                              | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240443 | PA      | $2146962.91   | 0.10%             | 2036-12-17      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                   | NELNET STUDENT LOAN TRUST 2021 C                   | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3719000 | PA      | $3573152.55   | 0.17%             | 2062-04-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14774 | PA      | $13688.47     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11291 | PA      | $10877.32     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                                         | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2252950.00   | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1198833.71   | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE LTD                                                                                   | PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO    | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579907 | PA      | $558581.15    | 0.03%             | 2051-07-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19808 | PA      | $21343.01     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                         | ANHEUSER BUSCH CO INBEV                            | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    556000 | PA      | $525865.36    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1482360 | PA      | $1386237.05   | 0.07%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC                                        | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1029600 | PA      | $1021801.50   | 0.05%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK MTG TR                                   | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $822035.44    | 0.04%             | 2072-12-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                                                         | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    833000 | PA      | $677849.59    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares                                     | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 194793128 | NS      | $194793128.35 | 9.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25034 | PA      | $23866.07     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190000 | PA      | $222421.41    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                                   | SUZANO AUSTRIA GMBH                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    156000 | PA      | $130783.54    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6407 | PA      | $6053.90      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSION, LP                                                                        | TEXAS EASTERN TRANMISSION                          | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1358606.18   | 0.07%             | 2048-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1452323 | PA      | $1303466.90   | 0.06%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                                     | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC  | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1687056.82   | 0.08%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5045000 | PA      | $3878343.75   | 0.19%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 94989JAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $736535.01    | 0.04%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408368 | PA      | $379160.83    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $101328.13    | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1048070 | PA      | $932855.51    | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                                                   | LOANCORE 2021 CRE6 ISSUER LTD                      | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1791307.13   | 0.09%             | 2038-11-15      | Floating      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12508 | PA      | $11665.77     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                        | NEW JERSEY ST TURNPIKE                             | CUSIP: 646140EA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $117989.85    | 0.01%             | 2040-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                                    | OHIO POWER CO                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    301000 | PA      | $197075.54    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3440265.40   | 0.16%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $665906.76    | 0.03%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20421 | PA      | $19869.64     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | REPUBLIC OF INDONESIA                              | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $224745.20    | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    412000 | PA      | $353483.23    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559789 | PA      | $520168.62    | 0.02%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                                           | COMMONWEALTH EDISON CO                             | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    750000 | PA      | $519517.50    | 0.02%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13266 | PA      | $12158.64     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                     | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $210862.15    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17529 | PA      | $16679.64     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14811736 | PA      | $12034710.03  | 0.58%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87043.75     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2021 XL2              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2506764 | PA      | $2409955.04   | 0.12%             | 2036-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1434185.80   | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                                 | VOLKSWAGEN INTERNATIONAL FINANCE NV                | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $290717.31    | 0.01%             | 2038-11-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                             | REALTY INCOME CORP                                 | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $939118.75    | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    236000 | PA      | $283502.08    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1525432.44   | 0.07%             | 2054-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1055720 | PA      | $866671.67    | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                                                        | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2253698 | PA      | $2018066.69   | 0.10%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FHQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3339862 | PA      | $3227551.41   | 0.15%             | 2025-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                        | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    982000 | PA      | $992774.50    | 0.05%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37588 | PA      | $37842.17     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18178 | PA      | $16419.82     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    498000 | PA      | $374909.84    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449898 | PA      | $423729.69    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                                            | APIDOS CLO XX                                      | CUSIP: 03765LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1144716.31   | 0.05%             | 2031-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $1947314.38   | 0.09%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169525 | PA      | $163014.67    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINL CO                             | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2257724.90   | 0.11%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13710000 | PA      | $12446109.38  | 0.60%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST                                           | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4566216.00   | 0.22%             | 2036-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162107 | PA      | $155475.52    | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229393.94    | 0.01%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                                      | PERNOD RICARD SA                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $626894.43    | 0.03%             | 2023-10-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138AN5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26703 | PA      | $26468.49     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64982 | PA      | $65600.57     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20267 | PA      | $19494.29     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH REV                                                                             | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 6789084G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $236598.69    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                                       | EQT CORP                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239100.00    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892580 | PA      | $756778.97    | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                                         | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4240000 | PA      | $4098301.03   | 0.20%             | 2036-11-15      | Floating      | 5.67%                 | Yes           |                  1 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                                                           | TRANSCONT GAS PIPE LINE                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2065199.04   | 0.10%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQ FDS FEDFUND-IN                                                                          | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10944091 | NS      | $10944091.02  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3502689 | PA      | $3107672.34   | 0.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    492000 | PA      | $384279.06    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                                   | SUZANO AUSTRIA GMBH                                | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    240000 | PA      | $241068.00    | 0.01%             | 2026-07-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | 5 YEAR US TREASURY NOTE FUTURE MAR23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1185 | NC      | $-123433.74   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289258.20    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                                 | QUALCOMM INC                                       | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    470000 | PA      | $503503.48    | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                          | BARCLAYS PLC                                       | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    302000 | PA      | $231030.30    | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3027317 | PA      | $2616324.14   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137252 | PA      | $938244.40    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                                                 | UNIV OF CALIFORNIA CA REVENUES                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42711.50     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53420 | PA      | $51053.46     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3458422 | PA      | $2824836.37   | 0.14%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE                                         | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2789593 | PA      | $2671912.88   | 0.13%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1370800 | PA      | $-1052089.00  | -0.05%            | 2053-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1500000 | PA      | $-1410175.79  | -0.07%            | 2053-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129468 | PA      | $120001.94    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96884 | PA      | $98956.11     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84146 | PA      | $77193.86     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1268541 | PA      | $1040340.83   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                                       | NGPL PIPECO LLC                                    | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1069480.52   | 0.05%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3142048 | PA      | $2571269.68   | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582578 | PA      | $577786.09    | 0.03%             | 2046-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59023 | PA      | $54222.25     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1045 | PA      | $1017.14      | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP                                  | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77350.03     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156259 | PA      | $165943.47    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3040166 | PA      | $2606255.80   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.                                               | FRANCISCAN MISSIONARIES OF OUR LADY                | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $224541.32    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                              | TSMC ARIZONA CORP                                  | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    494000 | PA      | $477398.14    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD S CORP                                    | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1265566.40   | 0.06%             | 2023-11-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                             | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    290000 | PA      | $204860.93    | 0.01%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                                                         | SG RESIDENTIAL MORTGAGE TRUST 2022 2               | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870344 | PA      | $881885.23    | 0.04%             | 2067-09-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469279 | PA      | $453426.90    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33275 | PA      | $30539.87     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA                               | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    860000 | PA      | $627773.34    | 0.03%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    938000 | PA      | $851444.17    | 0.04%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5627695 | PA      | $4751383.04   | 0.23%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1747854 | PA      | $1664041.36   | 0.08%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                                    | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1537774.08   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12640000 | PA      | $12250925.00  | 0.59%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                               | REPUBLIC SERVICES INC                              | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    258000 | PA      | $206730.50    | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39443 | PA      | $41876.27     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1050761 | PA      | $964290.92    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6832300 | PA      | $5729524.08   | 0.27%             | 2053-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55182 | PA      | $52294.68     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1076708 | PA      | $890504.89    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3134A3U53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591000 | PA      | $442638.91    | 0.02%             | 2029-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9YJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104284 | PA      | $113309.25    | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10527 | PA      | $10823.78     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                        | DRYDEN 75 CLO LTD                                  | CUSIP: 26252JAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $772196.73    | 0.04%             | 2034-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                                                               | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST        | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $598076.33    | 0.03%             | 2024-12-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1952562.49   | 0.09%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    990702 | PA      | $988161.09    | 0.05%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7219 | PA      | $7371.44      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185292 | PA      | $189077.69    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1035854.74   | 0.05%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                                 | CHENIERE CORP CHRISTI HD                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4397000 | PA      | $4342037.50   | 0.21%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46360 | PA      | $45252.20     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599272 | PA      | $508152.90    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8065797 | PA      | $7415492.12   | 0.36%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF MORTGAGE TRUST                                                                                     | CANTOR COMMERCIAL REAL ESTATE LENDING              | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $520638.58    | 0.02%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512275.40    | 0.02%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263315 | PA      | $239857.62    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                           | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5281200 | PA      | $5129204.92   | 0.25%             | 2038-07-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M32L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126922 | PA      | $124471.99    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4797000 | PA      | $4497859.08   | 0.22%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436777 | PA      | $404708.64    | 0.02%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                   | ONCOR ELECTRIC DELIVERY                            | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1319104.98   | 0.06%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2060000 | PA      | $1702280.38   | 0.08%             | 2032-04-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3950614 | PA      | $3445712.87   | 0.17%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195309 | PA      | $183772.19    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    206536 | PA      | $207919.97    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130250 | PA      | $126094.92    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63935 | PA      | $65912.99     | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                                                | CALIFORNIA STATE UNIVERSITY                        | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $584077.95    | 0.03%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681788 | PA      | $656398.71    | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LIMITED                                                                  | INGERSOLL RAND LUXEMBOURG FINANCE                  | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $632810.98    | 0.03%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    726000 | PA      | $700770.05    | 0.03%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113310 | PA      | $108466.30    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU                                   | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1091000 | PA      | $1049156.88   | 0.05%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                                                  | WESTLAKE CHEMICAL CORP                             | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    493000 | PA      | $295935.58    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12575 | PA      | $11367.01     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $479423.66    | 0.02%             | 2032-03-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC                                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3327000 | PA      | $3055090.94   | 0.15%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                                          | NUTRIEN LTD                                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $333892.02    | 0.02%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362367 | PA      | $341248.21    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BONDS                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480000 | PA      | $2725287.50   | 0.13%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16246000 | PA      | $14834628.75  | 0.71%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                                    | RYDER SYSTEM INC                                   | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    349000 | PA      | $317936.56    | 0.02%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                   | GS MORTGAGE BACKED SECURITIES                      | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3664911 | PA      | $2947104.87   | 0.14%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                                                | KALLPA GENERACION SA                               | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    327000 | PA      | $301814.13    | 0.01%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833510 | PA      | $1741412.49   | 0.08%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                   | KINDER MORGAN ENER PART                            | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     37000 | PA      | $40814.48     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1434806.25   | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    490000 | PA      | $412612.81    | 0.02%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138873 | PA      | $130781.68    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80143 | PA      | $75952.37     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2313816.00   | 0.11%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136G4U27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1708000 | PA      | $1171464.25   | 0.06%             | 2035-08-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                    | AMERICAN INTERNATIONAL GROUP INC                   | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $284477.16    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1713280.80   | 0.08%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                                         | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    557000 | PA      | $356285.61    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15783 | PA      | $15572.55     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO                            | CUSIP: 075887CH0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $558764.93    | 0.03%             | 2023-05-24      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | REPUBLIC OF PANAMA                                 | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    820000 | PA      | $770800.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2102125 | PA      | $2070986.26   | 0.10%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2022 1                    | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008848 | PA      | $1779332.38   | 0.09%             | 2066-12-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL CONVENTIONAL LOAN                 | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50434 | PA      | $51741.73     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7810000 | PA      | $6982628.13   | 0.33%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                  | DTE ELECTRIC CO                                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98624.11     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                      | TOTALENERGIES SE                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1108264.83   | 0.05%             | 2199-12-31      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    479000 | PA      | $386210.99    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                              | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    397000 | PA      | $286023.41    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2215393.42   | 0.11%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                                | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    511000 | PA      | $329333.88    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                                 | QUALCOMM INC                                       | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1168545.14   | 0.06%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $11376.56     | 0.00%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55340 | PA      | $53716.06     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JP MORGAN CHASE CO                                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1620536.75   | 0.08%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                              | GS MORTGAGE SECURITIES CORP TRUST 2022 SHIP        | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2820000 | PA      | $2780100.92   | 0.13%             | 2024-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                           | REPUBLIC OFPHILIPPINES                             | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3200000 | PA      | $2978611.20   | 0.14%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                                                           | HARTFORD FINANCIAL SERVICES GROUP                  | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    378000 | PA      | $303842.07    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                                       | GE HEALTHCARE HLDG LLC                             | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    744000 | PA      | $749382.10    | 0.04%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320888 | PA      | $309169.18    | 0.01%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                                      | DEUTSCHE BANK AG                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1121140.51   | 0.05%             | 2028-02-23      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1864697 | PA      | $1597565.52   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230UEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80758 | PA      | $78447.20     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15253 | PA      | $15159.27     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE                                                                     | MELLO MORTGAGE CAPITAL ACCEPTANCE 2022 INV2        | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975689 | PA      | $2479585.34   | 0.12%             | 2052-04-25      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464210 | PA      | $480841.68    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141139 | PA      | $129501.37    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356691 | PA      | $335826.95    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                       | CSX CORP                                           | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    504000 | PA      | $442271.09    | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    962000 | PA      | $717887.69    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                                                          | ARES XL CLO LTD                                    | CUSIP: 04016GBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500894 | PA      | $494102.22    | 0.02%             | 2029-01-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203983 | PA      | $201065.25    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $1760854.56   | 0.08%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2373772 | PA      | $1941054.40   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    442055 | PA      | $429979.83    | 0.02%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56237 | PA      | $52102.85     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1128154 | PA      | $934378.59    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP                                       | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $219550.65    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16686 | PA      | $16215.67     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                    | EXELON CORP                                        | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165628.80    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                                   | HUNTINGTON INGALLS INDUS                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1075780.00   | 0.05%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584658 | PA      | $547594.91    | 0.03%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                  | GALAXY PIPELINE ASSETS BIDCO LTD                   | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    222302 | PA      | $178646.70    | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                                                                | UNITED AIR 2019 2 B PTT                            | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330416 | PA      | $279561.45    | 0.01%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469399 | PA      | $437163.81    | 0.02%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15251 | PA      | $14539.50     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                  | AMER AIRLINE 17 1 AA PTT                           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159224 | PA      | $140871.46    | 0.01%             | 2030-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $868115.56    | 0.04%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.                                                      | BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA      | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              |  | PA        |    270000 | PA      | $246263.49    | 0.01%             | 2025-09-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST                                                                                              | STATE OF TEXAS                                     | CUSIP: 882724YC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $304091.70    | 0.01%             | 2041-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                              | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    955000 | PA      | $763384.03    | 0.04%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                                    | PIEDMONT NATURAL GAS CO INC                        | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408313.00    | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                       | CSAIL COMMERCIAL MORTGAGE TRUST                    | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $195551.85    | 0.01%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| ACEN MORTGAGE TRUST                                                                                   | ALEN 2021 ACEN MORTGAGE TRUST                      | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2722036.66   | 0.13%             | 2038-04-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                              | STATE STREET CORP                                  | CUSIP: 857477BA0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1315950.00   | 0.06%             | 2199-12-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BX TRUST                                                                                              | BX TRUST 2021 MFM1                                 | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1084046.91   | 0.05%             | 2034-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1576104.00   | 0.08%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    129000 | PA      | $94884.14     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182794 | PA      | $171994.86    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720686 | PA      | $595208.78    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                                              | VOYA CLO 2017 3 LTD                                | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $969634.00    | 0.05%             | 2034-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BONDS                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $11212500.00  | 0.54%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2801276 | PA      | $2292636.38   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141839 | PA      | $1069368.86   | 0.05%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                                                                       | S P GLOBAL INC                                     | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    162000 | PA      | $126736.81    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94397 | PA      | $92086.50     | 0.00%             | 2050-06-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                        | PENSKE TRUCK LEASING PTL                           | CUSIP: 709599AZ7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    478000 | PA      | $461077.37    | 0.02%             | 2025-03-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                                    | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2009000 | PA      | $1707855.72   | 0.08%             | 2033-08-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39469 | PA      | $40312.68     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1888.63      | 0.00%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81582 | PA      | $74312.35     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47292 | PA      | $45636.18     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096368 | PA      | $910072.79    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    245000 | PA      | $203859.11    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12997000 | PA      | $12566474.38  | 0.60%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                                                                | UNITED AIR 2019 2 AA PTT                           | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446685 | PA      | $362013.03    | 0.02%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                             | DELL INT LLC EMC CORP                              | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $332706.34    | 0.02%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                    | BALTIMORE GAS ELECTRIC                             | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $947530.30    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    112602 | PA      | $114773.91    | 0.01%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WGJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    572850 | PA      | $506032.95    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24165896 | PA      | $21563627.69  | 1.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                                 | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $2105166.71   | 0.10%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $49361.67     | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020 B            | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1721362 | PA      | $1554606.02   | 0.07%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                        | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    942000 | PA      | $792759.88    | 0.04%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X82Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4948704 | PA      | $4444982.15   | 0.21%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | REPUBLICA ORIENT URUGUAY                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1034264 | PA      | $1027799.85   | 0.05%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5640416 | PA      | $5085218.58   | 0.24%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC                                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    639000 | PA      | $444682.66    | 0.02%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC                                            | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $1864481.95   | 0.09%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                       | CSX CORP                                           | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    293000 | PA      | $247013.65    | 0.01%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                                                               | HP INC                                             | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    344000 | PA      | $269929.23    | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582718 | PA      | $498663.97    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC                                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1097594.14   | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15994 | PA      | $15548.32     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254181 | PA      | $257730.83    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410997 | PA      | $1317739.90   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14972 | PA      | $14391.62     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22616 | PA      | $23004.84     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3295700 | PA      | $2937807.58   | 0.14%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153084 | PA      | $155698.51    | 0.01%             | 2045-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                                | WASTE MANAGEMENT INC                               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    107000 | PA      | $79873.90     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC.                                                                                  | ELECTRONIC ARTS INC                                | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    293000 | PA      | $230911.25    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67339 | PA      | $63092.67     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                                                           | TRANSCONT GAS PIPE LINE                            | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2784353.22   | 0.13%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5787000 | PA      | $5163306.08   | 0.25%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19155 | PA      | $18881.18     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                         | EQUINIX INC                                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2299000 | PA      | $2001916.32   | 0.10%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $2011089.84   | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226397 | PA      | $1100209.64   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                              | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC            | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $510821.53    | 0.02%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36291 | PA      | $33964.53     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                                        | PROLOGIS LP                                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1471370.56   | 0.07%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JP MORGAN CHASE CO                                 | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1621642.49   | 0.08%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ONE LINCOLN STREET COMMERCIAL MORTGAGE TRUST                                                          | ONE LINCOLN STREET COMMERCIAL MORTGAGE             | CUSIP: 68241FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2487884 | PA      | $2490770.47   | 0.12%             | 2030-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6847591 | PA      | $6107155.05   | 0.29%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45347 | PA      | $45303.78     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVENUE STUDENT LOANS LLC                   | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143442 | PA      | $143189.72    | 0.01%             | 2051-07-25      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2680000 | PA      | $2553223.38   | 0.12%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33463207 | PA      | $27370695.06  | 1.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106966 | PA      | $100089.86    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                                                              | ONE NEW YORK PLAZA TRUST 2020 1NYP                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1427102.24   | 0.07%             | 2026-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIR 2016 2 AA PTT                           | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165530 | PA      | $140383.77    | 0.01%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1986395.94   | 0.10%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AES Panama Generation Holding, S.R.L.                                                                 | AES PANAMA GENERATION HOLDINGS SRL                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    270000 | PA      | $233550.00    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                                  | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    200000 | PA      | $170173.00    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136019 | PA      | $125697.25    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                  | AMER AIRLINE 16 3 AA PTT                           | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384907 | PA      | $329819.85    | 0.02%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                            | EURO BUND FUTURE MAR23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -53 | NC      | $464085.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 94989XBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $963720.58    | 0.05%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                             | ARES CAPITAL CORP                                  | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    622000 | PA      | $571497.33    | 0.03%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION STRIP        | CUSIP: 31358DDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3901000 | PA      | $2832746.26   | 0.14%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA CORP                                           | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1013631.91   | 0.05%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485411 | PA      | $1225265.92   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617BFTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    247709 | PA      | $245361.29    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                           | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AEC81<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4080000 | PA      | $3754852.56   | 0.18%             | 2033-05-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $7221000.00   | 0.35%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92795 | PA      | $86995.95     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241117 | PA      | $235871.61    | 0.01%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239405 | PA      | $225430.71    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823358 | PA      | $673689.11    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                                   | CELULOSA ARAUCO Y CONSTITUCION SA                  | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    260000 | PA      | $244313.16    | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| 30 DAY FEDERAL FUNDS FUTURE DEC22                                                                     | 30 DAY FEDERAL FUNDS FUTURE DEC22                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-1535.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                  | BANK OF AMERICA CREDIT CARD TRUST                  | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5977000 | PA      | $6043073.94   | 0.29%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2989 | PA      | $2914.41      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                      | MARSH MCLENNAN COS INC                             | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    480000 | PA      | $465219.62    | 0.02%             | 2026-09-21      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659442 | PA      | $596984.62    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP                                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |   1090000 | PA      | $755808.93    | 0.04%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85712 | PA      | $78617.96     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                                            | 3M CO                                              | CUSIP: 88579YAM3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    785000 | PA      | $835782.36    | 0.04%             | 2023-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J74X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779719 | PA      | $741215.43    | 0.04%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XADR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5676987 | PA      | $5299290.37   | 0.25%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                              | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1051056.86   | 0.05%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4507308 | PA      | $3910445.49   | 0.19%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGRGY CAROLINAS                            | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    718000 | PA      | $569420.67    | 0.03%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2022 3                  | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2788916 | PA      | $2611503.75   | 0.13%             | 2067-02-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49349 | PA      | $47886.53     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8673210 | PA      | $223747.32    | 0.01%             | 2059-12-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    810000 | PA      | $739101.59    | 0.04%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181423 | PA      | $169546.43    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57587 | PA      | $55468.12     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94737 | PA      | $90818.39     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36611 | PA      | $36366.97     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | J P MORGAN MORTGAGE TRUST 2022 INV3                | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2403353 | PA      | $2010179.45   | 0.10%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4174000 | PA      | $4135520.94   | 0.20%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115972 | PA      | $108616.57    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11345 | PA      | $10817.24     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                                                      | NATIONAL RETAIL PROP INC                           | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1037554.74   | 0.05%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENABLE MIDSTREAM PARTNER                           | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    711000 | PA      | $693694.97    | 0.03%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1240339.33   | 0.06%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22688 | PA      | $20459.62     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46076 | PA      | $46265.12     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                                                         | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    637000 | PA      | $519372.85    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629000 | PA      | $441774.22    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                                                                     | REPUBLIC OF CHILE                                  | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $157586.60    | 0.01%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48684 | PA      | $46138.50     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP                               | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    188000 | PA      | $205589.47    | 0.01%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2033000 | PA      | $2043165.00   | 0.10%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                                                                           | INTERNATIONAL PAPER CO                             | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    349000 | PA      | $305665.72    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                              | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1091047.57   | 0.05%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80515 | PA      | $74600.52     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III                                       | PERUSAHAAN PENERBIT SBSN INDONESIA III             | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              |  | ID        |    200000 | PA      | $198000.00    | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP                                   | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159618.40    | 0.01%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                             | NORTHERN STATES POWER CO MN                        | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $690072.96    | 0.03%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                               | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    404000 | PA      | $381024.52    | 0.02%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25783 | PA      | $27591.90     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1867154.72   | 0.09%             | 2027-04-13      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BHSH SYSTEM                                                                                           | BHSH SYSTEM OBLIGATED GROUP                        | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    965000 | PA      | $701585.88    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T MOBILE USA INC                                   | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $1874038.10   | 0.09%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203956 | PA      | $187105.29    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                                                      | NATIONAL RETAIL PROPERTIES INC                     | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    402000 | PA      | $240090.88    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $3843307.81   | 0.18%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3120000 | PA      | $2475525.00   | 0.12%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                                             | AIMCO                                              | CUSIP: 00900CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1944258.00   | 0.09%             | 2034-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10975000 | PA      | $5965941.41   | 0.29%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1009943.46   | 0.05%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7486000 | PA      | $7381897.81   | 0.35%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43943 | PA      | $42948.16     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland Public Limited Company                                                      | FRESENIUS FINANCE IRELAND PLC                      | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |    390000 | PA      | $288259.05    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23334 | PA      | $23591.31     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORPORATION                           | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    619000 | PA      | $526375.94    | 0.03%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27388 | PA      | $27442.33     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1261063.44   | 0.06%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC                                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    361000 | PA      | $295065.16    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                                   | CNH INDUSTRIAL NV                                  | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   1119000 | PA      | $1052018.90   | 0.05%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIR 2015 1 AA PTT                           | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10286 | PA      | $9145.33      | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13509 | PA      | $12762.76     | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7303906 | PA      | $6208927.74   | 0.30%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20422 | PA      | $20424.82     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22700000 | PA      | $16195031.25  | 0.78%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2599421.14   | 0.12%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229838 | PA      | $196850.72    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COMPANIES INC                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $262330.80    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $839756.55    | 0.04%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57272 | PA      | $53538.33     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226012 | PA      | $217745.69    | 0.01%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3068533 | PA      | $2651802.20   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64932 | PA      | $60689.11     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                                                                     | REPUBLIC OF CHILE                                  | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1560000 | PA      | $1283426.04   | 0.06%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| NXP B.V.                                                                                              | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   2838000 | PA      | $2242403.13   | 0.11%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8293273 | PA      | $6892585.43   | 0.33%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316486 | PA      | $294440.06    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                    | EXELON CORP                                        | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    898000 | PA      | $794622.24    | 0.04%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3134A4CP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197000 | PA      | $137415.38    | 0.01%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    998000 | PA      | $993633.75    | 0.05%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                 | MASS INSTITUTE OF TECH                             | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    360000 | PA      | $313037.64    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                                               | AMEREN ILLINOIS CO                                 | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    762000 | PA      | $545365.69    | 0.03%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $2936269.53   | 0.14%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73545 | PA      | $68091.07     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                                    | NVIDIA CORP                                        | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    689000 | PA      | $524990.44    | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | PANAMA GOVERNMENT INTERNATIONAL BOND               | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    655000 | PA      | $564118.75    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                                                       | GALAXY XXVII CLO LTD                               | CUSIP: 36320UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1122000 | PA      | $1098313.37   | 0.05%             | 2031-05-16      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22737 | PA      | $22107.03     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                                    | UNITED AIRLINES 2018 1 B PTT                       | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234123 | PA      | $213539.38    | 0.01%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2022 C            | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1956323 | PA      | $1944690.90   | 0.09%             | 2050-05-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                                              | ATMOS ENERGY CORP                                  | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    262000 | PA      | $216750.24    | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    825000 | PA      | $620400.83    | 0.03%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                  | EDISON INTERNATIONAL                               | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254365.30    | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2748000 | PA      | $2620547.76   | 0.13%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2371809 | PA      | $1995769.17   | 0.10%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124513 | PA      | $119230.95    | 0.01%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC                                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3659000 | PA      | $3298497.03   | 0.16%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    266000 | PA      | $262550.51    | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6432895 | PA      | $5691819.19   | 0.27%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132891 | PA      | $129257.97    | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                                     | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1485987.34   | 0.07%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                                           | INFORMA PLC                                        | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |    870000 | PA      | $882319.23    | 0.04%             | 2025-10-06      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6001403 | PA      | $5233789.60   | 0.25%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1187447.10   | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC                                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $888498.66    | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP                                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    269000 | PA      | $214874.24    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                                          | NORTHERN NATURAL GAS CO                            | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    770000 | PA      | $612484.18    | 0.03%             | 2049-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323816 | PA      | $304500.10    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295819.80    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6244000 | PA      | $5625469.36   | 0.27%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                              | CENTERPOINT ENER HOUSTON                           | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    176000 | PA      | $143646.27    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $752531.46    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24704 | PA      | $22464.38     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM MORTGAGE TRUST                                | CUSIP: 12625FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279058 | PA      | $1268795.82   | 0.06%             | 2046-03-10      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                            | AGILENT TECHNOLOGIES INC                           | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    958000 | PA      | $775595.84    | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP                               | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    259000 | PA      | $221584.60    | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123387 | PA      | $127954.52    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2079084 | PA      | $1721906.78   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                            | MADISON PARK FUNDING XXXV LTD                      | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972105.90    | 0.05%             | 2032-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2948867 | PA      | $2846270.29   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    533000 | PA      | $444786.37    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2583027.68   | 0.12%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88482 | PA      | $85415.39     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                              | ENTERGY MISSISSIPPI LLC                            | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $349521.75    | 0.02%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    249025 | PA      | $216239.01    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650665 | PA      | $597933.45    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP.                                                                                    | AHS HOSPITAL CORP                                  | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $171936.05    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T MOBILE USA INC                                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11257000 | PA      | $10637696.15  | 0.51%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE QUEEN'S HEALTH SYSTEMS                                                                            | QUEEN S HEALTH SYSTEMS THE                         | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    520000 | PA      | $481612.56    | 0.02%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| THE ISRAEL ELECTRIC CORP. LTD.                                                                        | ISRAEL ELECTRIC CORP LTD                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    285000 | PA      | $268739.90    | 0.01%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6201983 | PA      | $5388974.98   | 0.26%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14666 | PA      | $14530.72     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                          | BARCLAYS PLC                                       | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1880000 | PA      | $1791250.84   | 0.09%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                         | EQUINIX INC                                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $1998709.37   | 0.10%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323632 | PA      | $268912.58    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                                         | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $394329.89    | 0.02%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                                    | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1203933.46   | 0.06%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66971 | PA      | $64503.73     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2442000 | PA      | $1971480.32   | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                   | ONCOR ELECTRIC DELIVERY                            | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    383000 | PA      | $326435.50    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $2658576.75   | 0.13%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                                     | RELX CAPITAL INC                                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1540012.83   | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BBFC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985954 | PA      | $943882.87    | 0.05%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                           | PHILIPPINE GOVERNMENT INTERNATIONAL BOND           | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1725000 | PA      | $1408869.60   | 0.07%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1849252 | PA      | $1653908.26   | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2171000 | PA      | $2110012.27   | 0.10%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3677885 | PA      | $3481905.49   | 0.17%             | 2053-01-15      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1967893 | PA      | $1511105.01   | 0.07%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2745697.41   | 0.13%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS                             | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $1994312.23   | 0.10%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $357064.13    | 0.02%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC                                       | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183919.71    | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $1557061.79   | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                        | PENSKE TRUCK LEASING PTL                           | CUSIP: 709599BB9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    870000 | PA      | $852685.26    | 0.04%             | 2024-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    478000 | PA      | $367142.72    | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                                       | NEW JERSEY ST TRANSPRTN TRUST FUND                 | CUSIP: 6461366S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $214344.90    | 0.01%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   4280000 | PA      | $3979454.12   | 0.19%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LIMITED                                                                                 | BHARTI AIRTEL LTD                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    280000 | PA      | $237310.64    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    259000 | PA      | $189837.94    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| HCA INC.                                                                                              | HCA INC                                            | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256750.00    | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       646 | PA      | $598.54       | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                                | PERTAMINA PERSERO PT                               | CUSIP: 69370PAF8<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    270000 | PA      | $234900.00    | 0.01%             | 2030-01-21      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162129 | PA      | $159324.23    | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785748 | PA      | $603416.66    | 0.03%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653767 | PA      | $1353294.82   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1673056.80   | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                                   | HUNTINGTON INGALLS INDUS                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    360000 | PA      | $326271.96    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS                             | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    466000 | PA      | $361945.93    | 0.02%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $411754.11    | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                   | NELNET STUDENT LOAN TRUST 2021 A                   | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3182955 | PA      | $2806127.46   | 0.13%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                                          | LEIDOS INC                                         | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2309081.25   | 0.11%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1068430 | PA      | $986062.82    | 0.05%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13608 | PA      | $12210.43     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                                                                    | BSPRT 2021 FL7 ISSUER LTD                          | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1471251.63   | 0.07%             | 2038-12-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50797 | PA      | $50072.03     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12876 | PA      | $12887.42     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1737240.14   | 0.08%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ET2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240889 | PA      | $242990.40    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393611 | PA      | $359581.25    | 0.02%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26187 | PA      | $25436.28     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1116135.31   | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC                               | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    536000 | PA      | $437770.50    | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                  | AMER AIRLINES 15 2 AA PTT                          | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458859 | PA      | $407577.98    | 0.02%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146060 | PA      | $137391.09    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1173484 | PA      | $1042780.31   | 0.05%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP                                    | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1396330.95   | 0.07%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315403 | PA      | $297731.23    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29385000 | PA      | $25528218.75  | 1.22%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER PARTNERS                           | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    269000 | PA      | $260905.52    | 0.01%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                                                  | FRESB MULTIFAMILY MORTGAGE PASS THROUGH            | CUSIP: 30308GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045467 | PA      | $968377.39    | 0.05%             | 2039-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                   | CALIFORNIA ST                                      | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $530852.25    | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339984 | PA      | $311911.85    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| de Volksbank N.V.                                                                                     | DE VOLKSBANK NV                                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $290508.61    | 0.01%             | 2030-10-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305707 | PA      | $283349.89    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630669 | PA      | $524286.07    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617B9SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15370 | PA      | $14786.84     | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $1507275.00   | 0.07%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889560 | PA      | $796495.51    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22114000 | PA      | $22024161.88  | 1.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4567 | PA      | $4398.67      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13858 | PA      | $12842.90     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4510000 | PA      | $335484.38    | 0.02%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                                           | ELMWOOD CLO II LTD                                 | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4637634.00   | 0.22%             | 2034-04-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                                   | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503944 | PA      | $1456775.63   | 0.07%             | 2038-03-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192292 | PA      | $174843.22    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell, S.A.                                                                               | BANCO DE SABADELL SA                               | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    900000 | PA      | $859128.56    | 0.04%             | 2027-03-11      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28094 | PA      | $27190.16     | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JP MORGAN CHASE CO                                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1189729.60   | 0.06%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7449 | PA      | $6826.07      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    451948 | PA      | $445484.77    | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2331106.80   | 0.11%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53785 | PA      | $54477.80     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1405427.35   | 0.07%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                                        | PROLOGIS LP                                        | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    722000 | PA      | $549289.66    | 0.03%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    562000 | PA      | $467505.88    | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JMGP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119241 | PA      | $109327.21    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158947 | PA      | $151586.93    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORPORATION                           | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    854000 | PA      | $800366.24    | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230NZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16065 | PA      | $16172.62     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2283198 | PA      | $1872418.73   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55168 | PA      | $50609.36     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                               | MACQUARIE GROUP LTD                                | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      2000 | PA      | $1890.00      | 0.00%             | 2029-03-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123205 | PA      | $105462.90    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4BK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18313 | PA      | $17747.93     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52004 | PA      | $45796.94     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401642 | PA      | $372449.81    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 10 YEAR US TREASURY NOTE FUTURES MAR13          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $31625.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEATTLE CHILDREN'S HOSPITAL                                                                           | SEATTLE CHILDREN S HOSPITAL                        | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $188814.30    | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                                            | AETNA INC                                          | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    410000 | PA      | $362629.42    | 0.02%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAIDU, INC.                                                                                           | BAIDU INC                                          | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $448964.30    | 0.02%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT T INC                                           | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    849000 | PA      | $561935.27    | 0.03%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                            | EURO SCHATZ INDEX FUTURE MAR23                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        36 | NC      | $-29124.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210979 | PA      | $1078738.68   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509683 | PA      | $422022.63    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS INC                           | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    471000 | PA      | $394799.74    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                             | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434254 | PA      | $332626.60    | 0.02%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36189MS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10054 | PA      | $9747.47      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2281 | PA      | $2218.89      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST                                                                         | MTN COMMERCIAL MORTGAGE TRUST                      | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2473840.76   | 0.12%             | 2039-03-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2278273 | PA      | $1879548.39   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                  | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -3601000 | OU      | $26816.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                                               | SOCIEDAD QUIMICA Y MINERA DE CHILE SA              | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    255000 | PA      | $216112.50    | 0.01%             | 2050-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST FLORIDA TIMBER FINANCE, LLC                                                                 | NORTHWEST FLORIDA TIMBER                           | CUSIP: 667469AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $813600.62    | 0.04%             | 2029-03-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA                               | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    567000 | PA      | $435709.45    | 0.02%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2377260 | PA      | $1941747.75   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990673 | PA      | $1641629.84   | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43161 | PA      | $41242.41     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30000 | PA      | $23736.51     | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $159299.70    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60498 | PA      | $57606.07     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29536 | PA      | $31260.77     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174705 | PA      | $166254.64    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68791 | PA      | $66133.96     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2954573 | PA      | $2862087.89   | 0.14%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312520 | PA      | $300376.00    | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7227133 | PA      | $419443.94    | 0.02%             | 2030-10-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE CO                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1469557.85   | 0.07%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                                   | NEWMONT GOLDCORP CORP                              | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $208130.01    | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957641 | PA      | $907557.61    | 0.04%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287244 | PA      | $258717.00    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAIDU, INC.                                                                                           | BAIDU INC                                          | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $482037.01    | 0.02%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123642.37    | 0.01%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                                              | TENCENT HOLDINGS LTD                               | CUSIP: 88032WAE6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1511000 | PA      | $1508682.13   | 0.07%             | 2023-01-19      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: —       |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7303000 | PA      | $7381735.47   | 0.35%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS                              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    287000 | PA      | $232914.28    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | URUGUAY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    209820 | PA      | $232375.65    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4230456.25   | 0.20%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                    | EXELON CORP                                        | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    382000 | PA      | $386193.98    | 0.02%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2145604.86   | 0.10%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17470 | PA      | $16804.60     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    366000 | PA      | $279488.58    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4715 | PA      | $4405.77      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203117 | PA      | $188267.81    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                                                        | CSMC                                               | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335000 | PA      | $2190659.64   | 0.10%             | 2038-11-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                               | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2056483.94   | 0.10%             | 2023-02-10      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE S COS INC                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $896298.78    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | UNITED TECHNOLOGIES CORP                           | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    469000 | PA      | $387059.13    | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870453 | PA      | $769971.29    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                               | CAPITAL ONE MULTI ASSET EXECUTION TRUST            | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2531000 | PA      | $2461517.79   | 0.12%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409037 | PA      | $413286.64    | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                       | CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST           | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1054112.81   | 0.05%             | 2052-03-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | 2 YEAR US TREASURY NOTE FUTURE MAR23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1144 | NC      | $261365.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13235188 | PA      | $11100144.84  | 0.53%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                           | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1000387.50   | 0.05%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                               | MOSAIC SOLAR LOANS LLC                             | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006000 | PA      | $1003086.32   | 0.05%             | 2053-06-20      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                                 | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1250625.00   | 0.06%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346078 | PA      | $330639.05    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153185 | PA      | $147594.83    | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                                 | NOMURA HOLDINGS INC                                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $367010.18    | 0.02%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC                                         | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    520000 | PA      | $454369.76    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280288 | PA      | $259687.33    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151374 | PA      | $140997.96    | 0.01%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2111000 | PA      | $2161466.09   | 0.10%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7564000 | PA      | $6566497.50   | 0.31%             | 2037-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    494000 | PA      | $373465.98    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849130 | PA      | $703423.70    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72391 | PA      | $61968.97     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9248 | PA      | $8815.73      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                                  | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1563784.98   | 0.07%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11761318 | PA      | $10224296.08  | 0.49%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6202 | PA      | $5862.11      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682585 | PA      | $1632753.40   | 0.08%             | 2059-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    337000 | PA      | $290947.60    | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24169820 | PA      | $20816670.13  | 1.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                   | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348302.22    | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59868 | PA      | $56729.15     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARINER CLO LLC                                                                                       | SIGNAL PEAK CLO 8 LTD                              | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972585.39    | 0.05%             | 2033-04-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47140 | PA      | $44858.17     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                                 | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    914000 | PA      | $679962.07    | 0.03%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                                    | PETRO CANADA                                       | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $312973.61    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386175 | PA      | $366202.79    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20349400 | PA      | $18142761.94  | 0.87%             | 2037-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON COM INC                                     | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    657000 | PA      | $568695.92    | 0.03%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8293 | PA      | $7986.93      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA TENCOR CORP                                    | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4993.64      | 0.00%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                        | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $733311.94    | 0.04%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125568 | PA      | $120875.92    | 0.01%             | 2050-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2111597 | PA      | $2046620.33   | 0.10%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                             | CIM TRUST                                          | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731573 | PA      | $672806.26    | 0.03%             | 2049-08-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    221000 | PA      | $147459.82    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    611000 | PA      | $478694.67    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                               | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: 80413TAQ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    212000 | PA      | $185294.36    | 0.01%             | 2032-02-03      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    530000 | PA      | $402672.80    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBRZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286902 | PA      | $273660.59    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104473 | PA      | $910744.86    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                                      | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1479070.00   | 0.07%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                         | FLORIDA POWER LIGHT CO                             | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $817756.80    | 0.04%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THARALDSON HOTEL PORTFOLIO TRUST                                                                      | THARALDSON HOTEL PORTFOLIO TRUST                   | CUSIP: 88327HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388839 | PA      | $379353.79    | 0.02%             | 2034-11-11      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA TENCOR CORP                                    | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1381838.21   | 0.07%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380587 | PA      | $322698.46    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP                                        | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $2643573.88   | 0.13%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    632000 | PA      | $532664.77    | 0.03%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405958 | PA      | $347924.63    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1379094.31   | 0.07%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC                                            | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4474000 | PA      | $4462815.00   | 0.21%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17132 | PA      | $16649.80     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U S TREASURY BOND                                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30570000 | PA      | $25888968.75  | 1.24%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23441 | PA      | $22959.16     | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    338000 | PA      | $333499.87    | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                                         | ALIBABA GROUP HOLDING                              | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $316372.16    | 0.02%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Republica de Colombia                                                                                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND             | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    275000 | PA      | $237996.00    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                          | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    811000 | PA      | $621393.07    | 0.03%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Bashir C. Asad

**Name of Signer:** Bashir C. Asad

**Title:** Treasurer